Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139263.8277 | 1022289.9314 | 116973.8964 | 2902757.1012 | 2900629.2903 | 2127.8108 |
Total P&L (%) | 1139.2638 | 1022.2899 | 116.9739 | 2902.7571 | 2900.6293 | 2.1278 |
Avg Daily Profit (%) | 0.4936 | 0.4429 | 0.0507 | 0.1475 | 0.1475 | 0.0009 |
Buy And Hold Return (%) | 23.2258 | 23.2258 | 23.2258 | 23.2258 | 23.2258 | 23.2258 |
Max Trade Drawdown | -107405 | -130307 | -160015 | -7658026 | -5458431 | -4153559 |
Profit Factor | 2.1967 | 3.0387 | 1.2596 | 1.0921 | 1.1608 | 1.0002 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Profitability (%) | 31.0526 | 30.5263 | 31.5789 | 31.0526 | 30.5263 | 31.5789 |
Ratio Avg Win / Avg Loss | 4.8774 | 6.9156 | 2.7292 | 2.4248 | 2.6418 | 2.167 |
Largest Winning Trade | 420971 | 420971 | 64473 | 4389849 | 4389849 | 3536517 |
Largest Losing Trade | -47507 | -47507 | -31243 | -3413104 | -3413104 | -1249614 |
Avg Bars in Trades | 23 | 25 | 20 | 23 | 25 | 20 |
Avg Bars in Winners | 47 | 45 | 50 | 47 | 45 | 50 |
Avg Bars in Losers | 12 | 17 | 6 | 12 | 17 | 6 |
Bars Traded | 4379 | 2436 | 1943 | 4379 | 2436 | 1943 |
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 | 310727 | 299620 | -132777 | -119921 | -45896 | -583797 |
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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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