Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2587857.9166 | 2479148.2402 | 108709.6764 | 4650712.8884 | 4594807.6604 | 55905.2281 |
Total P&L (%) | 2587.8579 | 2479.1482 | 108.7097 | 4650.7129 | 4594.8077 | 55.9052 |
Avg Daily Profit (%) | 1.3917 | 1.3332 | 0.0585 | 0.2078 | 0.2072 | 0.0239 |
Buy And Hold Return (%) | 173.2465 | 173.2465 | 173.2465 | 173.2465 | 173.2465 | 173.2465 |
Max Trade Drawdown | -135941 | -71650 | -88047 | -9377060 | -5591801 | -5315274 |
Profit Factor | 6.0158 | 10.9885 | 1.406 | 1.1834 | 1.3604 | 1.0044 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 34.1176 | 30.2326 | 38.0952 | 34.1176 | 30.2326 | 38.0952 |
Ratio Avg Win / Avg Loss | 11.6168 | 25.358 | 2.2848 | 2.2852 | 3.1395 | 1.6322 |
Largest Winning Trade | 2293278 | 2293278 | 73825 | 7273186 | 7273186 | 2292347 |
Largest Losing Trade | -25957 | -19092 | -25957 | -2294389 | -2294389 | -2207084 |
Avg Bars in Trades | 42 | 39 | 44 | 42 | 39 | 44 |
Avg Bars in Winners | 94 | 95 | 94 | 94 | 95 | 94 |
Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 14 |
Bars Traded | 3582 | 1706 | 1876 | 3582 | 1706 | 1876 |
Profit Streak | 0 | 0 | 19.0736 | 0 | 0 | 19.0736 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 585306 | 522744 | -282818 | -15529 | 72980 | -545305 |
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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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