Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1800793.0974 | 1705354.6982 | 95438.3992 | 6637747.5246 | 8044755.6787 | -1407008.1542 |
Total P&L (%) | 1800.7931 | 1705.3547 | 95.4384 | 6637.7475 | 8044.7557 | -1407.0082 |
Avg Daily Profit (%) | 0.9923 | 0.9397 | 0.0526 | 0.2323 | 0.2428 | 0 |
Buy And Hold Return (%) | 589.3284 | 589.3284 | 589.3284 | 589.3284 | 589.3284 | 589.3284 |
Max Trade Drawdown | -90495 | -77974 | -65607 | -13350070 | -10341652 | -7218588 |
Profit Factor | 3.3639 | 5.7144 | 1.2386 | 1.1522 | 1.3924 | 0.9391 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 46.7105 | 46.0526 | 47.3684 | 46.7105 | 46.0526 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.8376 | 6.6941 | 1.3762 | 1.3145 | 1.6311 | 1.0434 |
Largest Winning Trade | 1269754 | 1269754 | 74494 | 8511156 | 8511156 | 3898027 |
Largest Losing Trade | -41932 | -35594 | -41932 | -3197346 | -3197346 | -2941609 |
Avg Bars in Trades | 141 | 130 | 152 | 141 | 130 | 152 |
Avg Bars in Winners | 197 | 178 | 216 | 197 | 178 | 216 |
Avg Bars in Losers | 91 | 88 | 94 | 91 | 88 | 94 |
Bars Traded | 21459 | 9891 | 11568 | 21459 | 9891 | 11568 |
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 | 583948 | -32592 | -339237 | -45246 | -40830 | -629592 |
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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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