Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1452020.4323 | 1361872.6624 | 90147.7699 | 6485346.31 | 7783096.5513 | -1297750.2413 |
Total P&L (%) | 1452.0204 | 1361.8727 | 90.1478 | 6485.3463 | 7783.0966 | -1297.7502 |
Avg Daily Profit (%) | 0.8002 | 0.7506 | 0.0497 | 0.231 | 0.241 | 0 |
Buy And Hold Return (%) | 656.9231 | 656.9231 | 656.9231 | 656.9231 | 656.9231 | 656.9231 |
Max Trade Drawdown | -76850 | -73828 | -52306 | -5553984 | -4487107 | -3861454 |
Profit Factor | 3.0089 | 4.3438 | 1.2857 | 1.1746 | 1.38 | 0.9221 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 49.3902 | 47.561 | 51.2195 | 49.3902 | 47.561 | 51.2195 |
Ratio Avg Win / Avg Loss | 3.0832 | 4.7893 | 1.2245 | 1.2036 | 1.5216 | 0.8782 |
Largest Winning Trade | 828706 | 828706 | 73343 | 7384435 | 7384435 | 2514058 |
Largest Losing Trade | -49447 | -36172 | -49447 | -2600511 | -2600511 | -2523121 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 27 | 33 | 22 | 27 | 33 | 22 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 3515 | 1984 | 1531 | 3515 | 1984 | 1531 |
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 | 515757 | 306961 | -296367 | -19282 | 177957 | -584800 |
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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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