Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2583344.0668 | 2518838.8215 | 64505.2453 | 2570945.5957 | 3440205.0165 | -869259.4208 |
Total P&L (%) | 2583.3441 | 2518.8388 | 64.5052 | 2570.9456 | 3440.205 | -869.2594 |
Avg Daily Profit (%) | 1.24 | 1.209 | 0.031 | 0.1578 | 0.1714 | 0 |
Buy And Hold Return (%) | 442.3423 | 442.3423 | 442.3423 | 442.3423 | 442.3423 | 442.3423 |
Max Trade Drawdown | -107549 | -80657 | -75537 | -5756297 | -4606426 | -3522364 |
Profit Factor | 3.2099 | 5.639 | 1.103 | 1.0587 | 1.1722 | 0.9635 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Losing Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Profitability (%) | 41.5789 | 41.5789 | 41.5789 | 41.5789 | 41.5789 | 41.5789 |
Ratio Avg Win / Avg Loss | 4.5101 | 7.9232 | 1.5498 | 1.4876 | 1.647 | 1.3538 |
Largest Winning Trade | 2341467 | 2341467 | 49933 | 5680490 | 5680490 | 1664318 |
Largest Losing Trade | -42601 | -20807 | -42601 | -2189888 | -1142087 | -2189888 |
Avg Bars in Trades | 65 | 60 | 69 | 65 | 60 | 69 |
Avg Bars in Winners | 105 | 93 | 117 | 105 | 93 | 117 |
Avg Bars in Losers | 36 | 36 | 35 | 36 | 36 | 35 |
Bars Traded | 24710 | 11477 | 13233 | 24710 | 11477 | 13233 |
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 | 634373 | 650830 | -426205 | -150353 | -25056 | -581946 |
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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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