Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2493502.2404 | 2427924.5306 | 65577.7097 | 1272271.7777 | 2436154.6353 | -1163882.8575 |
Total P&L (%) | 2493.5022 | 2427.9245 | 65.5777 | 1272.2718 | 2436.1546 | -1163.8829 |
Avg Daily Profit (%) | 1.1969 | 1.1654 | 0.0315 | 0.1258 | 0.1553 | 0 |
Buy And Hold Return (%) | 402.7947 | 402.7947 | 402.7947 | 402.7947 | 402.7947 | 402.7947 |
Max Trade Drawdown | -125701 | -86054 | -69709 | -3814490 | -2480433 | -1940383 |
Profit Factor | 3.2641 | 5.6597 | 1.113 | 1.0579 | 1.242 | 0.9022 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 132 | 63 | 69 | 132 | 63 | 69 |
Losing Trades | 194 | 100 | 94 | 194 | 100 | 94 |
Profitability (%) | 40.4908 | 38.6503 | 42.3313 | 40.4908 | 38.6503 | 42.3313 |
Ratio Avg Win / Avg Loss | 4.7972 | 8.9837 | 1.5163 | 1.5548 | 1.9715 | 1.2291 |
Largest Winning Trade | 2341467 | 2341467 | 49933 | 4463252 | 4463252 | 720542 |
Largest Losing Trade | -41258 | -22305 | -41258 | -1414300 | -761599 | -1414300 |
Avg Bars in Trades | 74 | 68 | 80 | 74 | 68 | 80 |
Avg Bars in Winners | 122 | 111 | 133 | 122 | 111 | 133 |
Avg Bars in Losers | 42 | 41 | 42 | 42 | 41 | 42 |
Bars Traded | 24434 | 11245 | 13190 | 24434 | 11245 | 13190 |
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 | 619818 | 611940 | -414402 | -185342 | 134877 | -581795 |
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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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