Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2537334.0773 | 2483153.9932 | 54180.084 | 3082173.3481 | 4633255.2594 | -1551081.9112 |
Total P&L (%) | 2537.3341 | 2483.154 | 54.1801 | 3082.1733 | 4633.2553 | -1551.0819 |
Avg Daily Profit (%) | 1.1386 | 1.1143 | 0.0243 | 0.1554 | 0.1732 | 0 |
Buy And Hold Return (%) | 662.3948 | 662.3948 | 662.3948 | 662.3948 | 662.3948 | 662.3948 |
Max Trade Drawdown | -137733 | -111198 | -91609 | -13106749 | -9696717 | -8435919 |
Profit Factor | 3.1387 | 5.4515 | 1.0862 | 1.0443 | 1.1378 | 0.9569 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 239 | 123 | 116 | 239 | 123 | 116 |
Profitability (%) | 38.4021 | 36.5979 | 40.2062 | 38.4021 | 36.5979 | 40.2062 |
Ratio Avg Win / Avg Loss | 5.0345 | 9.4442 | 1.6154 | 1.6751 | 1.9711 | 1.423 |
Largest Winning Trade | 2209395 | 2209395 | 48826 | 10466107 | 10466107 | 2515702 |
Largest Losing Trade | -26273 | -24857 | -26273 | -2303234 | -2247144 | -2303234 |
Avg Bars in Trades | 22 | 27 | 18 | 22 | 27 | 18 |
Avg Bars in Winners | 40 | 54 | 28 | 40 | 54 | 28 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 8816 | 5300 | 3516 | 8816 | 5300 | 3516 |
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 | 535694 | 527231 | -453842 | -166890 | -64539 | -582182 |
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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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