Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1769533.3393 | 1723207.0558 | 46326.2835 | 2040995.5448 | 551722.1512 | 1489273.3936 |
Total P&L (%) | 1769.5333 | 1723.2071 | 46.3263 | 2040.9955 | 551.7222 | 1489.2734 |
Avg Daily Profit (%) | 0.9405 | 0.9159 | 0.0246 | 0.163 | 0.0997 | 0.1471 |
Buy And Hold Return (%) | 433.4886 | 433.4886 | 433.4886 | 433.4886 | 433.4886 | 433.4886 |
Max Trade Drawdown | -134471 | -112236 | -97397 | -7512140 | -5923206 | -4226659 |
Profit Factor | 3.157 | 4.8002 | 1.1263 | 1.0742 | 1.033 | 1.1379 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Losing Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Profitability (%) | 43.6893 | 44.6602 | 42.7184 | 43.6893 | 44.6602 | 42.7184 |
Ratio Avg Win / Avg Loss | 4.069 | 5.9481 | 1.5102 | 1.3845 | 1.28 | 1.5259 |
Largest Winning Trade | 1319664 | 1319664 | 56378 | 4232247 | 4232247 | 1687330 |
Largest Losing Trade | -32008 | -32008 | -19921 | -1375458 | -1375458 | -1008934 |
Avg Bars in Trades | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Winners | 77 | 64 | 90 | 77 | 64 | 90 |
Avg Bars in Losers | 35 | 33 | 36 | 35 | 33 | 36 |
Bars Traded | 11012 | 4842 | 6170 | 11012 | 4842 | 6170 |
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 | 568649 | 587318 | -409401 | -134192 | -327004 | -69764 |
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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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