Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2409176.2726 | 2312967.6244 | 96208.6481 | 2882453.6717 | 2101285.4026 | 781168.2691 |
Total P&L (%) | 2409.1763 | 2312.9676 | 96.2086 | 2882.4537 | 2101.2854 | 781.1683 |
Avg Daily Profit (%) | 1.1564 | 1.1102 | 0.0462 | 0.1631 | 0.1485 | 0.1045 |
Buy And Hold Return (%) | 213.572 | 213.572 | 213.572 | 213.572 | 213.572 | 213.572 |
Max Trade Drawdown | -120691 | -75523 | -103019 | -8769991 | -4211761 | -7635514 |
Profit Factor | 3.7987 | 6.9745 | 1.2031 | 1.0777 | 1.1192 | 1.0401 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 44.2308 | 42.3077 | 46.1538 | 44.2308 | 42.3077 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.7897 | 9.5107 | 1.4036 | 1.3588 | 1.5262 | 1.2135 |
Largest Winning Trade | 2138294 | 2138294 | 46387 | 3436895 | 3436895 | 2026710 |
Largest Losing Trade | -43046 | -23906 | -43046 | -2871844 | -1525552 | -2871844 |
Avg Bars in Trades | 156 | 161 | 151 | 156 | 161 | 151 |
Avg Bars in Winners | 208 | 228 | 191 | 208 | 228 | 191 |
Avg Bars in Losers | 115 | 112 | 117 | 115 | 112 | 117 |
Bars Traded | 24433 | 12611 | 11821 | 24433 | 12611 | 11821 |
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 | 682674 | -15486 | -333472 | -128756 | -120135 | -267910 |
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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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