Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2706368.2095 | 2562305.5647 | 144062.6447 | 8382375.9616 | 4775962.066 | 3606413.8956 |
Total P&L (%) | 2706.3682 | 2562.3056 | 144.0626 | 8382.376 | 4775.9621 | 3606.4139 |
Avg Daily Profit (%) | 1.2992 | 1.2301 | 0.0692 | 0.2134 | 0.1868 | 0.1736 |
Buy And Hold Return (%) | 402.1177 | 402.1177 | 402.1177 | 402.1177 | 402.1177 | 402.1177 |
Max Trade Drawdown | -96211 | -60220 | -99874 | -5618287 | -4709790 | -4465676 |
Profit Factor | 4.5154 | 8.1298 | 1.351 | 1.239 | 1.2736 | 1.2047 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 38.6207 | 37.5 | 39.726 | 38.6207 | 37.5 | 39.726 |
Ratio Avg Win / Avg Loss | 7.1762 | 13.5497 | 2.0497 | 1.9691 | 2.1226 | 1.8278 |
Largest Winning Trade | 2357176 | 2357176 | 49987 | 3929161 | 3929161 | 2291572 |
Largest Losing Trade | -45055 | -28513 | -45055 | -1783261 | -1553665 | -1783261 |
Avg Bars in Trades | 169 | 164 | 174 | 169 | 164 | 174 |
Avg Bars in Winners | 287 | 280 | 294 | 287 | 280 | 294 |
Avg Bars in Losers | 95 | 94 | 95 | 95 | 94 | 95 |
Bars Traded | 24566 | 11832 | 12734 | 24566 | 11832 | 12734 |
Profit Streak | 0 | 47.2926 | 0 | 0 | 47.2926 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605428 | -62110 | -340820 | 177574 | -74801 | -67529 |
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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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