Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2486616.4266 | 2345976.9611 | 140639.4655 | 8415953.4644 | 4642517.0143 | 3773436.45 |
Total P&L (%) | 2486.6164 | 2345.977 | 140.6395 | 8415.9535 | 4642.517 | 3773.4365 |
Avg Daily Profit (%) | 1.1228 | 1.0593 | 0.0635 | 0.2009 | 0.1744 | 0.1653 |
Buy And Hold Return (%) | 262.3823 | 262.3823 | 262.3823 | 262.3823 | 262.3823 | 262.3823 |
Max Trade Drawdown | -130760 | -88690 | -106222 | -15442333 | -15540395 | -8306931 |
Profit Factor | 3.7883 | 6.2365 | 1.3169 | 1.1127 | 1.1145 | 1.1105 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Profitability (%) | 28.8889 | 27.7778 | 30 | 28.8889 | 27.7778 | 30 |
Ratio Avg Win / Avg Loss | 9.325 | 16.2149 | 3.0727 | 2.7389 | 2.8977 | 2.5911 |
Largest Winning Trade | 2072924 | 2072924 | 49096 | 8710763 | 8710763 | 4908786 |
Largest Losing Trade | -30451 | -20011 | -30451 | -3346334 | -3345399 | -3346334 |
Avg Bars in Trades | 35 | 39 | 32 | 35 | 39 | 32 |
Avg Bars in Winners | 80 | 93 | 68 | 80 | 93 | 68 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 6426 | 3544 | 2881 | 6426 | 3544 | 2881 |
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 | 310330 | 145210 | -280705 | -99169 | -103518 | -98243 |
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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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