Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1468543.5679 | 1364355.9402 | 104187.6277 | 7166301.9904 | 2950934.8836 | 4215367.1068 |
Total P&L (%) | 1468.5436 | 1364.3559 | 104.1876 | 7166.302 | 2950.9349 | 4215.3671 |
Avg Daily Profit (%) | 0.7843 | 0.7287 | 0.0556 | 0.2292 | 0.1827 | 0.2013 |
Buy And Hold Return (%) | 421.4185 | 421.4185 | 421.4185 | 421.4185 | 421.4185 | 421.4185 |
Max Trade Drawdown | -141218 | -65709 | -67098 | -10695188 | -7556977 | -5694948 |
Profit Factor | 3.1514 | 4.8161 | 1.3205 | 1.1933 | 1.1474 | 1.2472 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 33.0827 | 28.3582 | 37.8788 | 33.0827 | 28.3582 | 37.8788 |
Ratio Avg Win / Avg Loss | 6.3743 | 12.1671 | 2.1656 | 2.4137 | 2.8986 | 2.0454 |
Largest Winning Trade | 582854 | 582854 | 55661 | 10390250 | 10390250 | 4428136 |
Largest Losing Trade | -25737 | -25737 | -18850 | -2524935 | -2331781 | -2524935 |
Avg Bars in Trades | 40 | 33 | 48 | 40 | 33 | 48 |
Avg Bars in Winners | 84 | 66 | 98 | 84 | 66 | 98 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 5449 | 2235 | 3214 | 5449 | 2235 | 3214 |
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 | 365309 | -114655 | -412241 | -4745 | -181403 | -120250 |
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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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