Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1307515.3327 | 1212075.7736 | 95439.5591 | 4809495.2826 | 3711820.9478 | 1097674.3348 |
Total P&L (%) | 1307.5153 | 1212.0758 | 95.4396 | 4809.4953 | 3711.8209 | 1097.6743 |
Avg Daily Profit (%) | 0.6279 | 0.582 | 0.0458 | 0.1872 | 0.175 | 0.1193 |
Buy And Hold Return (%) | 466.198 | 466.198 | 466.198 | 466.198 | 466.198 | 466.198 |
Max Trade Drawdown | -130790 | -107115 | -116628 | -15379912 | -13365205 | -5033014 |
Profit Factor | 1.8467 | 2.6251 | 1.1195 | 1.0502 | 1.0785 | 1.0227 |
Total Trades | 522 | 261 | 261 | 522 | 261 | 261 |
Winning Trades | 186 | 91 | 95 | 186 | 91 | 95 |
Losing Trades | 336 | 170 | 166 | 336 | 170 | 166 |
Profitability (%) | 35.6322 | 34.8659 | 36.3985 | 35.6322 | 34.8659 | 36.3985 |
Ratio Avg Win / Avg Loss | 3.336 | 4.9041 | 1.9562 | 1.8972 | 2.0147 | 1.787 |
Largest Winning Trade | 846211 | 846211 | 48923 | 5765372 | 5765372 | 3033971 |
Largest Losing Trade | -26963 | -20055 | -26963 | -2617972 | -1625512 | -2617972 |
Avg Bars in Trades | 47 | 44 | 51 | 47 | 44 | 51 |
Avg Bars in Winners | 83 | 76 | 89 | 83 | 76 | 89 |
Avg Bars in Losers | 28 | 26 | 29 | 28 | 26 | 29 |
Bars Traded | 24860 | 11497 | 13363 | 24860 | 11497 | 13363 |
Profit Streak | 0 | 0 | 7.3906 | 0 | 0 | 7.3906 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325960 | 279618 | -389204 | -159077 | -130346 | -236125 |
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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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