Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2206556.531 | 2108160.2362 | 98396.2947 | 3497712.9833 | 3855562.5317 | -357849.5483 |
Total P&L (%) | 2206.5565 | 2108.1602 | 98.3963 | 3497.713 | 3855.5625 | -357.8495 |
Avg Daily Profit (%) | 0.9948 | 0.9505 | 0.0444 | 0.1617 | 0.1659 | 0 |
Buy And Hold Return (%) | 234.1837 | 234.1837 | 234.1837 | 234.1837 | 234.1837 | 234.1837 |
Max Trade Drawdown | -142782 | -83180 | -112426 | -8010724 | -7109518 | -3611924 |
Profit Factor | 3.5117 | 5.7804 | 1.2249 | 1.0923 | 1.1865 | 0.9792 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Losing Trades | 119 | 56 | 63 | 119 | 56 | 63 |
Profitability (%) | 30.4094 | 34.1176 | 26.7442 | 30.4094 | 34.1176 | 26.7442 |
Ratio Avg Win / Avg Loss | 8.0363 | 11.1621 | 3.3551 | 2.4997 | 2.2912 | 2.6822 |
Largest Winning Trade | 1892844 | 1892844 | 54427 | 6332647 | 6332647 | 2994645 |
Largest Losing Trade | -47033 | -31302 | -47033 | -3135812 | -2212047 | -3135812 |
Avg Bars in Trades | 37 | 41 | 33 | 37 | 41 | 33 |
Avg Bars in Winners | 89 | 89 | 88 | 89 | 89 | 88 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 6433 | 3558 | 2875 | 6433 | 3558 | 2875 |
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 | 479366 | 545781 | -321149 | -116880 | -13002 | -600451 |
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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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