Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2548870.1359 | 2440645.2205 | 108224.9154 | 3658090.8411 | 5319194.8034 | -1661103.9623 |
Total P&L (%) | 2548.8701 | 2440.6452 | 108.2249 | 3658.0908 | 5319.1948 | -1661.104 |
Avg Daily Profit (%) | 1.1474 | 1.0986 | 0.0487 | 0.1634 | 0.1799 | 0 |
Buy And Hold Return (%) | 222.6268 | 222.6268 | 222.6268 | 222.6268 | 222.6268 | 222.6268 |
Max Trade Drawdown | -110221 | -64609 | -108622 | -7545921 | -5736577 | -5345194 |
Profit Factor | 3.9189 | 6.4241 | 1.2557 | 1.0918 | 1.2582 | 0.9137 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Profitability (%) | 34.8148 | 35.8209 | 33.8235 | 34.8148 | 35.8209 | 33.8235 |
Ratio Avg Win / Avg Loss | 7.3375 | 11.5099 | 2.4568 | 2.0442 | 2.2543 | 1.7878 |
Largest Winning Trade | 2202132 | 2202132 | 47714 | 9008612 | 9008612 | 2960788 |
Largest Losing Trade | -48989 | -37670 | -48989 | -4613713 | -2652328 | -4613713 |
Avg Bars in Trades | 63 | 70 | 56 | 63 | 70 | 56 |
Avg Bars in Winners | 120 | 134 | 106 | 120 | 134 | 106 |
Avg Bars in Losers | 32 | 35 | 30 | 32 | 35 | 30 |
Bars Traded | 8578 | 4747 | 3831 | 8578 | 4747 | 3831 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537186 | -100518 | -408452 | -116281 | -113666 | -693749 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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