Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2570704.6067 | 2501565.8886 | 69138.7181 | 1971361.3735 | 3220492.0308 | -1249130.6573 |
Total P&L (%) | 2570.7046 | 2501.5659 | 69.1387 | 1971.3614 | 3220.492 | -1249.1307 |
Avg Daily Profit (%) | 1.2342 | 1.201 | 0.0332 | 0.1456 | 0.1683 | 0 |
Buy And Hold Return (%) | 214.8979 | 214.8979 | 214.8979 | 214.8979 | 214.8979 | 214.8979 |
Max Trade Drawdown | -144779 | -82356 | -107118 | -8208923 | -3744327 | -6286877 |
Profit Factor | 3.8193 | 6.7317 | 1.1454 | 1.063 | 1.2112 | 0.9222 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Losing Trades | 137 | 65 | 72 | 137 | 65 | 72 |
Profitability (%) | 47.5096 | 50 | 45.0382 | 47.5096 | 50 | 45.0382 |
Ratio Avg Win / Avg Loss | 4.2197 | 6.7317 | 1.3978 | 1.1744 | 1.2112 | 1.1253 |
Largest Winning Trade | 2382885 | 2382885 | 51002 | 6500225 | 6500225 | 2486044 |
Largest Losing Trade | -35501 | -33877 | -35501 | -1763632 | -1597883 | -1763632 |
Avg Bars in Trades | 93 | 93 | 94 | 93 | 93 | 94 |
Avg Bars in Winners | 129 | 130 | 129 | 129 | 130 | 129 |
Avg Bars in Losers | 61 | 56 | 65 | 61 | 56 | 65 |
Bars Traded | 24498 | 12125 | 12373 | 24498 | 12125 | 12373 |
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 | 751281 | 785991 | -377009 | -149066 | 255563 | -581247 |
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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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