Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2143741.8561 | 2043907.5068 | 99834.3493 | 8901900.7142 | 5072393.1542 | 3829507.56 |
Total P&L (%) | 2143.7419 | 2043.9075 | 99.8343 | 8901.9007 | 5072.3932 | 3829.5076 |
Avg Daily Profit (%) | 0.9072 | 0.865 | 0.0422 | 0.1906 | 0.1671 | 0.1555 |
Buy And Hold Return (%) | 593.5145 | 593.5145 | 593.5145 | 593.5145 | 593.5145 | 593.5145 |
Max Trade Drawdown | -122748 | -90889 | -97867 | -10109202 | -5278748 | -5938600 |
Profit Factor | 3.9873 | 6.9747 | 1.2658 | 1.2438 | 1.2776 | 1.21 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 56.8807 | 53.7037 | 60 | 56.8807 | 53.7037 | 60 |
Ratio Avg Win / Avg Loss | 3.0226 | 6.0127 | 0.8439 | 0.9429 | 1.1014 | 0.8067 |
Largest Winning Trade | 1658906 | 1658906 | 70500 | 7146596 | 5521131 | 7146596 |
Largest Losing Trade | -52256 | -46708 | -52256 | -3137528 | -3137528 | -3054909 |
Avg Bars in Trades | 128 | 117 | 138 | 128 | 117 | 138 |
Avg Bars in Winners | 145 | 144 | 145 | 145 | 144 | 145 |
Avg Bars in Losers | 106 | 86 | 128 | 106 | 86 | 128 |
Bars Traded | 13976 | 6335 | 7642 | 13976 | 6335 | 7642 |
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 | 681330 | -160541 | -482802 | 259676 | -171871 | -173599 |
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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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