Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1371405.2035 | 1255580.6876 | 115824.5159 | 8048343.6471 | 3473942.0376 | 4574401.6095 |
Total P&L (%) | 1371.4052 | 1255.5807 | 115.8245 | 8048.3436 | 3473.942 | 4574.4016 |
Avg Daily Profit (%) | 0.6583 | 0.6027 | 0.0556 | 0.2114 | 0.1718 | 0.1847 |
Buy And Hold Return (%) | 447.0629 | 447.0629 | 447.0629 | 447.0629 | 447.0629 | 447.0629 |
Max Trade Drawdown | -109157 | -74856 | -116017 | -10229132 | -11261438 | -5995295 |
Profit Factor | 2.3335 | 3.7277 | 1.2039 | 1.1562 | 1.1328 | 1.1804 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 181 | 89 | 92 | 181 | 89 | 92 |
Profitability (%) | 32.2097 | 33.5821 | 30.8271 | 32.2097 | 33.5821 | 30.8271 |
Ratio Avg Win / Avg Loss | 4.9112 | 7.3726 | 2.7014 | 2.4334 | 2.2404 | 2.6486 |
Largest Winning Trade | 889150 | 889150 | 50862 | 7882387 | 7882387 | 2886932 |
Largest Losing Trade | -26400 | -15797 | -26400 | -2436214 | -2420847 | -2436214 |
Avg Bars in Trades | 93 | 87 | 98 | 93 | 87 | 98 |
Avg Bars in Winners | 187 | 169 | 207 | 187 | 169 | 207 |
Avg Bars in Losers | 48 | 45 | 50 | 48 | 45 | 50 |
Bars Traded | 24838 | 11714 | 13124 | 24838 | 11714 | 13124 |
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 | 281728 | 305153 | -291506 | -44982 | -72146 | -20771 |
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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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