Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2225418.422 | 2139499.7435 | 85918.6785 | 2766959.8045 | 132343.815 | 2634615.9894 |
Total P&L (%) | 2225.4184 | 2139.4997 | 85.9187 | 2766.9598 | 132.3438 | 2634.616 |
Avg Daily Profit (%) | 1.0682 | 1.027 | 0.0412 | 0.1612 | 0.0405 | 0.1589 |
Buy And Hold Return (%) | 170.2738 | 170.2738 | 170.2738 | 170.2738 | 170.2738 | 170.2738 |
Max Trade Drawdown | -136227 | -67515 | -79315 | -6010070 | -4536710 | -2456874 |
Profit Factor | 3.9458 | 6.5902 | 1.2305 | 1.1158 | 1.0094 | 1.2684 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 43.5897 | 43.1034 | 44.0678 | 43.5897 | 43.1034 | 44.0678 |
Ratio Avg Win / Avg Loss | 5.1063 | 8.699 | 1.5618 | 1.4439 | 1.3324 | 1.6099 |
Largest Winning Trade | 1987510 | 1987510 | 49224 | 3088530 | 3088530 | 1538852 |
Largest Losing Trade | -32898 | -32898 | -26731 | -1874524 | -1874524 | -940426 |
Avg Bars in Trades | 209 | 232 | 188 | 209 | 232 | 188 |
Avg Bars in Winners | 290 | 318 | 262 | 290 | 318 | 262 |
Avg Bars in Losers | 147 | 166 | 129 | 147 | 166 | 129 |
Bars Traded | 24558 | 13466 | 11092 | 24558 | 13466 | 11092 |
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 | 656581 | -160846 | -481813 | -87670 | -697547 | -170298 |
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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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