Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2899559.3742 | 2742154.1311 | 157405.2431 | 28350358.8971 | 6052425.6104 | 22297933.2867 |
Total P&L (%) | 2899.5594 | 2742.1541 | 157.4052 | 28350.3589 | 6052.4256 | 22297.9333 |
Avg Daily Profit (%) | 1.3076 | 1.2366 | 0.071 | 0.2552 | 0.1859 | 0.2443 |
Buy And Hold Return (%) | 925.8601 | 925.8601 | 925.8601 | 925.8601 | 925.8601 | 925.8601 |
Max Trade Drawdown | -66382 | -67918 | -78980 | -28983284 | -33178041 | -12679903 |
Profit Factor | 4.2263 | 6.917 | 1.3616 | 1.1977 | 1.0726 | 1.3713 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 47.1861 | 45.6897 | 48.6957 | 47.1861 | 45.6897 | 48.6957 |
Ratio Avg Win / Avg Loss | 4.7303 | 8.2221 | 1.4345 | 1.3405 | 1.275 | 1.4447 |
Largest Winning Trade | 2397431 | 2397431 | 48706 | 22518219 | 22518219 | 14054193 |
Largest Losing Trade | -21799 | -21161 | -21799 | -8377403 | -8377403 | -8189934 |
Avg Bars in Trades | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Winners | 58 | 55 | 60 | 58 | 55 | 60 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 8699 | 4152 | 4547 | 8699 | 4152 | 4547 |
Profit Streak | 0 | 0 | 22.1866 | 0 | 0 | 22.1866 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 646368 | 612217 | -263686 | 200470 | -134954 | 314243 |
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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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