Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1687113.9053 | 1500875.4539 | 186238.4513 | 9586955.4599 | 439414.9179 | 9147540.5419 |
Total P&L (%) | 1687.1139 | 1500.8755 | 186.2385 | 9586.9555 | 439.4149 | 9147.5405 |
Avg Daily Profit (%) | 0.904 | 0.8042 | 0.0998 | 0.2453 | 0.0903 | 0.2429 |
Buy And Hold Return (%) | 32.8321 | 32.8321 | 32.8321 | 32.8321 | 32.8321 | 32.8321 |
Max Trade Drawdown | -89998 | -50773 | -70298 | -5015618 | -4845027 | -2866414 |
Profit Factor | 4.672 | 7.2075 | 1.8556 | 1.4678 | 1.0366 | 2.0791 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 34.5865 | 35.8209 | 33.3333 | 34.5865 | 35.8209 | 33.3333 |
Ratio Avg Win / Avg Loss | 8.8362 | 12.9134 | 3.7112 | 2.7761 | 1.8572 | 4.1581 |
Largest Winning Trade | 1340153 | 1340153 | 61775 | 2687653 | 2687653 | 2674216 |
Largest Losing Trade | -21507 | -14334 | -21507 | -1640033 | -1640033 | -1266284 |
Avg Bars in Trades | 40 | 33 | 48 | 40 | 33 | 48 |
Avg Bars in Winners | 92 | 69 | 118 | 92 | 69 | 118 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 5428 | 2222 | 3206 | 5428 | 2222 | 3206 |
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 | 546079 | -100774 | -188057 | 180146 | -374011 | -118582 |
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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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