Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1619358.1613 | 1511750.9216 | 107607.2397 | 6901273.7799 | 9238994.7305 | -2337720.9506 |
Total P&L (%) | 1619.3582 | 1511.7509 | 107.6072 | 6901.2738 | 9238.9947 | -2337.721 |
Avg Daily Profit (%) | 0.7324 | 0.6837 | 0.0487 | 0.1923 | 0.2054 | 0 |
Buy And Hold Return (%) | 309.0315 | 309.0315 | 309.0315 | 309.0315 | 309.0315 | 309.0315 |
Max Trade Drawdown | -195032 | -146110 | -135443 | -51446048 | -40403045 | -26178784 |
Profit Factor | 2.0757 | 3.0243 | 1.1419 | 1.0435 | 1.1155 | 0.9703 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 135 | 71 | 64 | 135 | 71 | 64 |
Losing Trades | 220 | 107 | 113 | 220 | 107 | 113 |
Profitability (%) | 38.0282 | 39.8876 | 36.1582 | 38.0282 | 39.8876 | 36.1582 |
Ratio Avg Win / Avg Loss | 3.3826 | 4.5578 | 2.0161 | 1.7005 | 1.6811 | 1.7133 |
Largest Winning Trade | 1135334 | 1135334 | 49778 | 16978219 | 16978219 | 8828882 |
Largest Losing Trade | -27555 | -27555 | -27070 | -11699886 | -11699886 | -11137082 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 4394 | 2201 | 2193 | 4394 | 2201 | 2193 |
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 | 462220 | 476703 | -361804 | -166158 | -87548 | -582733 |
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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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