Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1783450.6118 | 1743962.4578 | 39488.1541 | 1663701.9018 | 175102.1129 | 1488599.7889 |
Total P&L (%) | 1783.4506 | 1743.9625 | 39.4882 | 1663.7019 | 175.1021 | 1488.5998 |
Avg Daily Profit (%) | 0.9507 | 0.9296 | 0.021 | 0.1531 | 0.054 | 0.1475 |
Buy And Hold Return (%) | 470.3827 | 470.3827 | 470.3827 | 470.3827 | 470.3827 | 470.3827 |
Max Trade Drawdown | -133788 | -151112 | -46393 | -8919718 | -10669573 | -2058569 |
Profit Factor | 3.597 | 4.6364 | 1.1906 | 1.061 | 1.0085 | 1.2198 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 39.8496 | 30.303 | 49.2537 | 39.8496 | 30.303 | 49.2537 |
Ratio Avg Win / Avg Loss | 5.4294 | 10.6637 | 1.2267 | 1.6016 | 2.3197 | 1.2568 |
Largest Winning Trade | 1182719 | 1182719 | 48302 | 8663925 | 8663925 | 2241400 |
Largest Losing Trade | -36025 | -36025 | -30890 | -2719173 | -2719173 | -874181 |
Avg Bars in Trades | 54 | 83 | 25 | 54 | 83 | 25 |
Avg Bars in Winners | 65 | 125 | 28 | 65 | 125 | 28 |
Avg Bars in Losers | 47 | 65 | 23 | 47 | 65 | 23 |
Bars Traded | 7228 | 5512 | 1716 | 7228 | 5512 | 1716 |
Profit Streak | 0 | 6.1201 | 0 | 0 | 6.1201 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506170 | -113097 | -458051 | -150861 | -628074 | -115760 |
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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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