Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232798.1016 | 1089453.7716 | 143344.33 | 17554244.4768 | 12481519.7781 | 5072724.6987 |
Total P&L (%) | 1232.7981 | 1089.4538 | 143.3443 | 17554.2445 | 12481.5198 | 5072.7247 |
Avg Daily Profit (%) | 0.5608 | 0.4956 | 0.0652 | 0.2356 | 0.2202 | 0.1797 |
Buy And Hold Return (%) | 789.1848 | 789.1848 | 789.1848 | 789.1848 | 789.1848 | 789.1848 |
Max Trade Drawdown | -156574 | -159181 | -78479 | -4500324 | -3296045 | -4002738 |
Profit Factor | 2.0952 | 2.8019 | 1.2751 | 1.6882 | 1.9131 | 1.4286 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 175 | 89 | 86 | 175 | 89 | 86 |
Losing Trades | 162 | 80 | 82 | 162 | 80 | 82 |
Profitability (%) | 51.9288 | 52.6627 | 51.1905 | 51.9288 | 52.6627 | 51.1905 |
Ratio Avg Win / Avg Loss | 1.9396 | 2.5186 | 1.2158 | 1.5628 | 1.7197 | 1.3621 |
Largest Winning Trade | 525682 | 525682 | 55373 | 6453207 | 6453207 | 2045656 |
Largest Losing Trade | -47503 | -33818 | -47503 | -3725598 | -1818784 | -3725598 |
Avg Bars in Trades | 25 | 26 | 23 | 25 | 26 | 23 |
Avg Bars in Winners | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Losers | 20 | 24 | 17 | 20 | 24 | 17 |
Bars Traded | 8455 | 4550 | 3905 | 8455 | 4550 | 3905 |
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 | 273146 | -30541 | -270951 | 497905 | 460635 | 327907 |
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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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