Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1638769.0554 | 1512375.8671 | 126393.1883 | 14073084.7276 | 10645115.4889 | 3427969.2388 |
Total P&L (%) | 1638.7691 | 1512.3759 | 126.3932 | 14073.0847 | 10645.1155 | 3427.9692 |
Avg Daily Profit (%) | 0.8971 | 0.8279 | 0.0692 | 0.2716 | 0.2564 | 0.1953 |
Buy And Hold Return (%) | 668.3212 | 668.3212 | 668.3212 | 668.3212 | 668.3212 | 668.3212 |
Max Trade Drawdown | -151771 | -90373 | -85014 | -23478750 | -17737850 | -13164361 |
Profit Factor | 2.8198 | 4.4202 | 1.2758 | 1.1304 | 1.19 | 1.0661 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Losing Trades | 235 | 115 | 120 | 235 | 115 | 120 |
Profitability (%) | 30.6785 | 31.9527 | 29.4118 | 30.6785 | 31.9527 | 29.4118 |
Ratio Avg Win / Avg Loss | 6.3716 | 9.4134 | 3.0618 | 2.5543 | 2.5342 | 2.5586 |
Largest Winning Trade | 892239 | 892239 | 66379 | 18285266 | 18285266 | 7903252 |
Largest Losing Trade | -17855 | -15058 | -17855 | -5204231 | -5204231 | -2319621 |
Avg Bars in Trades | 31 | 29 | 34 | 31 | 29 | 34 |
Avg Bars in Winners | 75 | 65 | 87 | 75 | 65 | 87 |
Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
Bars Traded | 10731 | 4940 | 5791 | 10731 | 4940 | 5791 |
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 | 324576 | 324472 | -275315 | -73068 | -8344 | -150026 |
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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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