Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1648844.5583 | 1485907.2627 | 162937.2956 | 6188279.5518 | -3491338.6636 | 9679618.2154 |
Total P&L (%) | 1648.8446 | 1485.9073 | 162.9373 | 6188.2796 | -3491.3387 | 9679.6182 |
Avg Daily Profit (%) | 0.8927 | 0.8045 | 0.0882 | 0.2245 | 0 | 0.2484 |
Buy And Hold Return (%) | 10.4743 | 10.4743 | 10.4743 | 10.4743 | 10.4743 | 10.4743 |
Max Trade Drawdown | -103816 | -83017 | -59203 | -13245046 | -10769244 | -5966279 |
Profit Factor | 4.1062 | 6.2894 | 1.652 | 1.13 | 0.8715 | 1.4739 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 99 | 54 | 45 | 99 | 54 | 45 |
Profitability (%) | 44.6927 | 40 | 49.4382 | 44.6927 | 40 | 49.4382 |
Ratio Avg Win / Avg Loss | 5.0814 | 9.4341 | 1.6896 | 1.3984 | 1.3072 | 1.5074 |
Largest Winning Trade | 1312478 | 1312478 | 65440 | 7667736 | 7667736 | 4674548 |
Largest Losing Trade | -28151 | -16072 | -28151 | -4721574 | -2761156 | -4721574 |
Avg Bars in Trades | 120 | 95 | 144 | 120 | 95 | 144 |
Avg Bars in Winners | 197 | 170 | 220 | 197 | 170 | 220 |
Avg Bars in Losers | 57 | 45 | 71 | 57 | 45 | 71 |
Bars Traded | 21511 | 8632 | 12878 | 21511 | 8632 | 12878 |
Profit Streak | 0 | 0 | 7.3154 | 0 | 0 | 7.3154 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 693339 | 629839 | -71914 | -70360 | -583313 | 390786 |
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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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