Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2646885.5288 | 2533507.5936 | 113377.9352 | 5648743.9127 | 3825281.9218 | 1823461.9908 |
Total P&L (%) | 2646.8855 | 2533.5076 | 113.3779 | 5648.7439 | 3825.2819 | 1823.462 |
Avg Daily Profit (%) | 1.2705 | 1.2161 | 0.0544 | 0.1947 | 0.1763 | 0.142 |
Buy And Hold Return (%) | 330.1527 | 330.1527 | 330.1527 | 330.1527 | 330.1527 | 330.1527 |
Max Trade Drawdown | -91575 | -64083 | -68178 | -9801263 | -7884350 | -8117903 |
Profit Factor | 3.4762 | 6.2287 | 1.194 | 1.0741 | 1.1098 | 1.0441 |
Total Trades | 417 | 208 | 209 | 417 | 208 | 209 |
Winning Trades | 176 | 82 | 94 | 176 | 82 | 94 |
Losing Trades | 241 | 126 | 115 | 241 | 126 | 115 |
Profitability (%) | 42.2062 | 39.4231 | 44.9761 | 42.2062 | 39.4231 | 44.9761 |
Ratio Avg Win / Avg Loss | 4.76 | 9.571 | 1.4608 | 1.4708 | 1.7052 | 1.2774 |
Largest Winning Trade | 2377485 | 2377485 | 49179 | 4464991 | 4464991 | 2897687 |
Largest Losing Trade | -24407 | -18917 | -24407 | -3266101 | -1648521 | -3266101 |
Avg Bars in Trades | 58 | 51 | 66 | 58 | 51 | 66 |
Avg Bars in Winners | 94 | 81 | 104 | 94 | 81 | 104 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 24528 | 10628 | 13900 | 24528 | 10628 | 13900 |
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 | 697394 | 665116 | -294558 | -131831 | -94431 | -177428 |
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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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