Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2686220.8965 | 2574070.6365 | 112150.26 | 4037387.5994 | 285841.5443 | 3751546.0551 |
Total P&L (%) | 2686.2209 | 2574.0706 | 112.1503 | 4037.3876 | 285.8415 | 3751.5461 |
Avg Daily Profit (%) | 1.4957 | 1.4332 | 0.0624 | 0.2075 | 0.0752 | 0.2035 |
Buy And Hold Return (%) | 516.5235 | 516.5235 | 516.5235 | 516.5235 | 516.5235 | 516.5235 |
Max Trade Drawdown | -158363 | -176752 | -77128 | -7685265 | -8920475 | -3606141 |
Profit Factor | 4.3398 | 6.4173 | 1.3407 | 1.1142 | 1.0135 | 1.2654 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 70 | 28 | 42 | 70 | 28 | 42 |
Losing Trades | 106 | 60 | 46 | 106 | 60 | 46 |
Profitability (%) | 39.7727 | 31.8182 | 47.7273 | 39.7727 | 31.8182 | 47.7273 |
Ratio Avg Win / Avg Loss | 6.5718 | 13.7513 | 1.4684 | 1.6873 | 2.1717 | 1.3859 |
Largest Winning Trade | 1583329 | 1583329 | 48094 | 4647590 | 4647590 | 2673278 |
Largest Losing Trade | -24114 | -23001 | -24114 | -1440196 | -1440196 | -1334583 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 33 | 40 | 29 | 33 | 40 | 29 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 3470 | 1741 | 1729 | 3470 | 1741 | 1729 |
Profit Streak | 0 | 0 | 16.8847 | 0 | 0 | 16.8847 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 615721 | 496226 | -275345 | -88427 | -470004 | 273116 |
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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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