Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1771568.4889 | 1615261.7323 | 156306.7566 | 5335811.88 | -1909362.5727 | 7245174.4527 |
Total P&L (%) | 1771.5685 | 1615.2617 | 156.3068 | 5335.8119 | -1909.3626 | 7245.1745 |
Avg Daily Profit (%) | 0.9531 | 0.869 | 0.0841 | 0.2152 | 0 | 0.2314 |
Buy And Hold Return (%) | 29.7562 | 29.7562 | 29.7562 | 29.7562 | 29.7562 | 29.7562 |
Max Trade Drawdown | -93287 | -72427 | -48004 | -9827878 | -10110309 | -5325256 |
Profit Factor | 3.1019 | 4.6041 | 1.396 | 1.098 | 0.9357 | 1.2931 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 175 | 80 | 95 | 175 | 80 | 95 |
Losing Trades | 195 | 105 | 90 | 195 | 105 | 90 |
Profitability (%) | 47.2973 | 43.2432 | 51.3514 | 47.2973 | 43.2432 | 51.3514 |
Ratio Avg Win / Avg Loss | 3.4564 | 6.0429 | 1.3226 | 1.2235 | 1.2282 | 1.2251 |
Largest Winning Trade | 1454489 | 1454489 | 62623 | 7512421 | 7512421 | 3482129 |
Largest Losing Trade | -25394 | -25394 | -20286 | -3042026 | -1656924 | -3042026 |
Avg Bars in Trades | 58 | 47 | 69 | 58 | 47 | 69 |
Avg Bars in Winners | 86 | 68 | 101 | 86 | 68 | 101 |
Avg Bars in Losers | 33 | 31 | 36 | 33 | 31 | 36 |
Bars Traded | 21694 | 8784 | 12910 | 21694 | 8784 | 12910 |
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 | 723917 | 666577 | -80589 | -103641 | -581325 | 321718 |
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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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