Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2019241.901 | 1869770.2155 | 149471.6854 | 18522681.5493 | 6589919.1857 | 11932762.3636 |
Total P&L (%) | 2019.2419 | 1869.7702 | 149.4717 | 18522.6815 | 6589.9192 | 11932.7624 |
Avg Daily Profit (%) | 0.8925 | 0.8264 | 0.0661 | 0.2313 | 0.1859 | 0.2119 |
Buy And Hold Return (%) | 73.7888 | 73.7888 | 73.7888 | 73.7888 | 73.7888 | 73.7888 |
Max Trade Drawdown | -96935 | -49635 | -70987 | -9807015 | -10494311 | -6650657 |
Profit Factor | 4.1906 | 6.635 | 1.4965 | 1.2698 | 1.1745 | 1.3862 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 38.3648 | 33.75 | 43.038 | 38.3648 | 33.75 | 43.038 |
Ratio Avg Win / Avg Loss | 6.7325 | 13.0242 | 1.9807 | 2.04 | 2.3055 | 1.8347 |
Largest Winning Trade | 1302704 | 1302704 | 62657 | 9960985 | 9960985 | 8424147 |
Largest Losing Trade | -30342 | -19574 | -30342 | -2972151 | -2644873 | -2972151 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 55 | 54 | 55 | 55 | 54 | 55 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 4335 | 1957 | 2378 | 4335 | 1957 | 2378 |
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 | 613213 | -3782 | -138707 | 212452 | -45046 | -19803 |
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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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