Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1953681.8212 | 1834569.7068 | 119112.1143 | 5987588.42 | 1482463.8341 | 4505124.5859 |
Total P&L (%) | 1953.6818 | 1834.5697 | 119.1121 | 5987.5884 | 1482.4638 | 4505.1246 |
Avg Daily Profit (%) | 0.8636 | 0.8109 | 0.0527 | 0.1818 | 0.1221 | 0.1694 |
Buy And Hold Return (%) | 266.9271 | 266.9271 | 266.9271 | 266.9271 | 266.9271 | 266.9271 |
Max Trade Drawdown | -89046 | -64593 | -96677 | -9754175 | -7061566 | -5392199 |
Profit Factor | 3.404 | 5.8237 | 1.2755 | 1.1786 | 1.0919 | 1.2591 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 144 | 66 | 78 | 144 | 66 | 78 |
Losing Trades | 117 | 65 | 52 | 117 | 65 | 52 |
Profitability (%) | 55.1724 | 50.3817 | 60 | 55.1724 | 50.3817 | 60 |
Ratio Avg Win / Avg Loss | 2.7658 | 5.7354 | 0.8503 | 0.9576 | 1.0753 | 0.8394 |
Largest Winning Trade | 1391823 | 1391823 | 46460 | 4892822 | 4892822 | 2337320 |
Largest Losing Trade | -50866 | -32329 | -50866 | -4134315 | -2154714 | -4134315 |
Avg Bars in Trades | 49 | 47 | 52 | 49 | 47 | 52 |
Avg Bars in Winners | 64 | 68 | 60 | 64 | 68 | 60 |
Avg Bars in Losers | 31 | 25 | 40 | 31 | 25 | 40 |
Bars Traded | 12977 | 6172 | 6805 | 12977 | 6172 | 6805 |
Profit Streak | 0 | 0 | 14.0069 | 0 | 0 | 14.0069 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 783607 | 767969 | -288433 | -15820 | -150136 | 274578 |
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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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