Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1283613.2541 | 1177307.4655 | 106305.7886 | 7885213.3781 | 7958602.8093 | -73389.4312 |
Total P&L (%) | 1283.6133 | 1177.3075 | 106.3058 | 7885.2134 | 7958.6028 | -73.3894 |
Avg Daily Profit (%) | 0.5832 | 0.5349 | 0.0483 | 0.1992 | 0.1996 | -0.0601 |
Buy And Hold Return (%) | 549.4916 | 549.4916 | 549.4916 | 549.4916 | 549.4916 | 549.4916 |
Max Trade Drawdown | -74172 | -81325 | -61937 | -7067312 | -4149599 | -3958120 |
Profit Factor | 3.2759 | 4.9629 | 1.3983 | 1.45 | 1.836 | 0.9908 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 46.7626 | 42.8571 | 50.7246 | 46.7626 | 42.8571 | 50.7246 |
Ratio Avg Win / Avg Loss | 3.7295 | 6.6172 | 1.3583 | 1.6508 | 2.4481 | 0.9625 |
Largest Winning Trade | 653220 | 653220 | 67518 | 8719039 | 8719039 | 1930293 |
Largest Losing Trade | -19877 | -19877 | -19754 | -2314766 | -2196768 | -2314766 |
Avg Bars in Trades | 92 | 79 | 106 | 92 | 79 | 106 |
Avg Bars in Winners | 148 | 132 | 162 | 148 | 132 | 162 |
Avg Bars in Losers | 43 | 39 | 48 | 43 | 39 | 48 |
Bars Traded | 12905 | 5573 | 7333 | 12905 | 5573 | 7333 |
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 | 433292 | -84506 | -395082 | 333073 | -85717 | -682364 |
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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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