Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2340500.6023 | 2264015.4407 | 76485.1615 | 2359808.8383 | 4681587.8414 | -2321779.0031 |
Total P&L (%) | 2340.5006 | 2264.0154 | 76.4852 | 2359.8088 | 4681.5878 | -2321.779 |
Avg Daily Profit (%) | 1.0555 | 1.021 | 0.0345 | 0.1445 | 0.1746 | 0 |
Buy And Hold Return (%) | 214.2571 | 214.2571 | 214.2571 | 214.2571 | 214.2571 | 214.2571 |
Max Trade Drawdown | -127239 | -82366 | -81588 | -10714181 | -4968808 | -6496683 |
Profit Factor | 4.5057 | 7.9645 | 1.2233 | 1.07 | 1.3236 | 0.8794 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 42.9412 | 42.3529 | 43.5294 | 42.9412 | 42.3529 | 43.5294 |
Ratio Avg Win / Avg Loss | 5.987 | 10.8405 | 1.587 | 1.4218 | 1.8015 | 1.1408 |
Largest Winning Trade | 2129154 | 2129154 | 54596 | 5933743 | 5933743 | 3771626 |
Largest Losing Trade | -42366 | -30819 | -42366 | -4797501 | -2011316 | -4797501 |
Avg Bars in Trades | 74 | 70 | 78 | 74 | 70 | 78 |
Avg Bars in Winners | 112 | 95 | 129 | 112 | 95 | 129 |
Avg Bars in Losers | 46 | 53 | 39 | 46 | 53 | 39 |
Bars Traded | 12716 | 6028 | 6688 | 12716 | 6028 | 6688 |
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 | 682759 | 669077 | -314711 | -145069 | 210913 | -581954 |
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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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