Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1954021.9389 | 1841391.5423 | 112630.3966 | 2818632.0685 | 3016863.6592 | -198231.5906 |
Total P&L (%) | 1954.0219 | 1841.3915 | 112.6304 | 2818.6321 | 3016.8637 | -198.2316 |
Avg Daily Profit (%) | 0.8646 | 0.8148 | 0.0498 | 0.1494 | 0.1523 | 0 |
Buy And Hold Return (%) | 131.8105 | 131.8105 | 131.8105 | 131.8105 | 131.8105 | 131.8105 |
Max Trade Drawdown | -166157 | -126359 | -51652 | -24406700 | -18426987 | -7990808 |
Profit Factor | 2.7337 | 3.2466 | 1.3664 | 1.0261 | 1.0392 | 0.9936 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 120 | 49 | 71 | 120 | 49 | 71 |
Losing Trades | 155 | 88 | 67 | 155 | 88 | 67 |
Profitability (%) | 43.6364 | 35.7664 | 51.4493 | 43.6364 | 35.7664 | 51.4493 |
Ratio Avg Win / Avg Loss | 3.531 | 5.8306 | 1.2894 | 1.3253 | 1.8664 | 0.9377 |
Largest Winning Trade | 1552398 | 1552398 | 35157 | 17825904 | 17825904 | 3373781 |
Largest Losing Trade | -33190 | -33190 | -20703 | -6646021 | -6646021 | -3559520 |
Avg Bars in Trades | 16 | 27 | 5 | 16 | 27 | 5 |
Avg Bars in Winners | 22 | 46 | 6 | 22 | 46 | 6 |
Avg Bars in Losers | 11 | 17 | 3 | 11 | 17 | 3 |
Bars Traded | 4478 | 3781 | 697 | 4478 | 3781 | 697 |
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 | 636470 | 501702 | -291369 | -185808 | -174082 | -580500 |
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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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