Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1451951.0677 | 1302620.2819 | 149330.7858 | 16102224.1261 | 3609071.6237 | 12493152.5024 |
Total P&L (%) | 1451.9511 | 1302.6203 | 149.3308 | 16102.2241 | 3609.0716 | 12493.1525 |
Avg Daily Profit (%) | 0.6534 | 0.5862 | 0.0672 | 0.2292 | 0.1628 | 0.2179 |
Buy And Hold Return (%) | 591.7411 | 591.7411 | 591.7411 | 591.7411 | 591.7411 | 591.7411 |
Max Trade Drawdown | -62363 | -64309 | -140421 | -16212662 | -18025458 | -5600019 |
Profit Factor | 2.2262 | 3.2547 | 1.2463 | 1.2085 | 1.0832 | 1.3688 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Losing Trades | 206 | 104 | 102 | 206 | 104 | 102 |
Profitability (%) | 37.9518 | 37.3494 | 38.5542 | 37.9518 | 37.3494 | 38.5542 |
Ratio Avg Win / Avg Loss | 3.6396 | 5.4595 | 1.9862 | 1.9758 | 1.8171 | 2.1815 |
Largest Winning Trade | 855478 | 855478 | 53340 | 10960320 | 10960320 | 6228743 |
Largest Losing Trade | -36695 | -21550 | -36695 | -4102989 | -4102989 | -2206980 |
Avg Bars in Trades | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Winners | 33 | 36 | 31 | 33 | 36 | 31 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 6612 | 3433 | 3179 | 6612 | 3433 | 3179 |
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 | 346108 | 276696 | -271968 | 225062 | -125051 | 214070 |
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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) |
---|