Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2091823.0521 | 1977720.0973 | 114102.9548 | 7871286.9423 | 6918829.83 | 952457.1123 |
Total P&L (%) | 2091.8231 | 1977.7201 | 114.103 | 7871.2869 | 6918.8298 | 952.4571 |
Avg Daily Profit (%) | 0.9406 | 0.8893 | 0.0513 | 0.1971 | 0.1913 | 0.1059 |
Buy And Hold Return (%) | 284.371 | 284.371 | 284.371 | 284.371 | 284.371 | 284.371 |
Max Trade Drawdown | -92361 | -88594 | -78030 | -7932784 | -6136007 | -4470825 |
Profit Factor | 4.108 | 7.1753 | 1.3234 | 1.1912 | 1.3234 | 1.0482 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Profitability (%) | 42.9448 | 43.2099 | 42.6829 | 42.9448 | 43.2099 | 42.6829 |
Ratio Avg Win / Avg Loss | 5.4577 | 9.4304 | 1.7772 | 1.5826 | 1.7394 | 1.4076 |
Largest Winning Trade | 1743200 | 1743200 | 52774 | 6415102 | 6415102 | 4716617 |
Largest Losing Trade | -22034 | -21585 | -22034 | -2151290 | -2151290 | -1857504 |
Avg Bars in Trades | 26 | 28 | 23 | 26 | 28 | 23 |
Avg Bars in Winners | 47 | 52 | 41 | 47 | 52 | 41 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 4249 | 2327 | 1922 | 4249 | 2327 | 1922 |
Profit Streak | 0 | 32.107 | 0 | 0 | 32.107 | 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 | 677405 | 286600 | -295865 | -2655 | -4478 | -228562 |
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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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