Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2603989.8826 | 2585226.2675 | 18763.6151 | 391014.6574 | 1617231.538 | -1226216.8807 |
Total P&L (%) | 2603.9899 | 2585.2263 | 18.7636 | 391.0147 | 1617.2315 | -1226.2169 |
Avg Daily Profit (%) | 1.2504 | 1.2414 | 0.009 | 0.0764 | 0.1366 | 0 |
Buy And Hold Return (%) | 87.6228 | 87.6228 | 87.6228 | 87.6228 | 87.6228 | 87.6228 |
Max Trade Drawdown | -142690 | -150313 | -170985 | -4104449 | -2362907 | -2356766 |
Profit Factor | 3.0548 | 4.927 | 1.0308 | 1.0265 | 1.2078 | 0.8241 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 231 | 117 | 114 | 231 | 117 | 114 |
Profitability (%) | 31.6568 | 30.7692 | 32.5444 | 31.6568 | 30.7692 | 32.5444 |
Ratio Avg Win / Avg Loss | 6.595 | 11.0858 | 2.1366 | 2.2161 | 2.7176 | 1.7082 |
Largest Winning Trade | 2412826 | 2412826 | 64489 | 3737791 | 3737791 | 534371 |
Largest Losing Trade | -35380 | -35380 | -23928 | -844839 | -844839 | -711325 |
Avg Bars in Trades | 72 | 67 | 77 | 72 | 67 | 77 |
Avg Bars in Winners | 157 | 142 | 172 | 157 | 142 | 172 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 24480 | 11336 | 13144 | 24480 | 11336 | 13144 |
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 | 504958 | 509098 | -538550 | -288322 | -16738 | -584458 |
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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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