Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2239555.9837 | 2156121.1033 | 83434.8804 | 4099513.2437 | 3978868.4059 | 120644.8378 |
Total P&L (%) | 2239.556 | 2156.1211 | 83.4349 | 4099.5132 | 3978.8684 | 120.6448 |
Avg Daily Profit (%) | 1.0132 | 0.9755 | 0.0377 | 0.1692 | 0.1679 | 0.0358 |
Buy And Hold Return (%) | 854.4708 | 854.4708 | 854.4708 | 854.4708 | 854.4708 | 854.4708 |
Max Trade Drawdown | -124447 | -68035 | -129219 | -5635245 | -4638264 | -4045844 |
Profit Factor | 3.4563 | 6.1289 | 1.1698 | 1.1113 | 1.2233 | 1.0063 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Profitability (%) | 43.913 | 44.3478 | 43.4783 | 43.913 | 44.3478 | 43.4783 |
Ratio Avg Win / Avg Loss | 4.4144 | 7.6911 | 1.5207 | 1.4194 | 1.5352 | 1.3083 |
Largest Winning Trade | 1907218 | 1907218 | 55274 | 6797629 | 6797629 | 2019408 |
Largest Losing Trade | -42509 | -31986 | -42509 | -3041155 | -1545559 | -3041155 |
Avg Bars in Trades | 56 | 59 | 54 | 56 | 59 | 54 |
Avg Bars in Winners | 91 | 99 | 83 | 91 | 99 | 83 |
Avg Bars in Losers | 29 | 26 | 31 | 29 | 26 | 31 |
Bars Traded | 13013 | 6799 | 6214 | 13013 | 6799 | 6214 |
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 | 552604 | 571150 | -343678 | -92945 | 158574 | -527165 |
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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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