Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2505519.4232 | 2430907.9213 | 74611.5019 | 3114733.6357 | 2656083.8546 | 458649.7811 |
Total P&L (%) | 2505.5194 | 2430.9079 | 74.6115 | 3114.7336 | 2656.0839 | 458.6498 |
Avg Daily Profit (%) | 1.2031 | 1.1673 | 0.0358 | 0.1668 | 0.1594 | 0.0826 |
Buy And Hold Return (%) | 473.2206 | 473.2206 | 473.2206 | 473.2206 | 473.2206 | 473.2206 |
Max Trade Drawdown | -92856 | -82917 | -79146 | -6305178 | -5017322 | -4947973 |
Profit Factor | 3.7014 | 6.2846 | 1.1596 | 1.0733 | 1.1284 | 1.0211 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Profitability (%) | 30.0429 | 30.7692 | 29.3103 | 30.0429 | 30.7692 | 29.3103 |
Ratio Avg Win / Avg Loss | 8.6189 | 14.1403 | 2.7967 | 2.4993 | 2.5388 | 2.4625 |
Largest Winning Trade | 2288535 | 2288535 | 48608 | 3579485 | 3579485 | 2148945 |
Largest Losing Trade | -23368 | -13941 | -23368 | -2074012 | -965503 | -2074012 |
Avg Bars in Trades | 106 | 100 | 112 | 106 | 100 | 112 |
Avg Bars in Winners | 238 | 204 | 273 | 238 | 204 | 273 |
Avg Bars in Losers | 50 | 54 | 46 | 50 | 54 | 46 |
Bars Traded | 24831 | 11756 | 13075 | 24831 | 11756 | 13075 |
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 | 456474 | 469770 | -365733 | -137820 | -79177 | -455710 |
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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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