Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2527511.3552 | 2381787.8582 | 145723.497 | 18974733.1838 | 9296490.5506 | 9678242.6332 |
Total P&L (%) | 2527.5114 | 2381.7879 | 145.7235 | 18974.7332 | 9296.4906 | 9678.2426 |
Avg Daily Profit (%) | 1.1435 | 1.0776 | 0.0659 | 0.2378 | 0.2057 | 0.2075 |
Buy And Hold Return (%) | 729.8306 | 729.8306 | 729.8306 | 729.8306 | 729.8306 | 729.8306 |
Max Trade Drawdown | -115915 | -58823 | -141354 | -9695615 | -5782101 | -7682943 |
Profit Factor | 3.6274 | 6.9065 | 1.2608 | 1.2586 | 1.2589 | 1.2583 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 51.8349 | 51.3761 | 52.2936 | 51.8349 | 51.3761 | 52.2936 |
Ratio Avg Win / Avg Loss | 3.3705 | 6.5365 | 1.1502 | 1.1695 | 1.1914 | 1.1479 |
Largest Winning Trade | 2032376 | 2032376 | 44841 | 3986695 | 3660418 | 3986695 |
Largest Losing Trade | -36945 | -23200 | -36945 | -4187168 | -3395351 | -4187168 |
Avg Bars in Trades | 59 | 61 | 57 | 59 | 61 | 57 |
Avg Bars in Winners | 70 | 71 | 68 | 70 | 71 | 68 |
Avg Bars in Losers | 48 | 51 | 45 | 48 | 51 | 45 |
Bars Traded | 12969 | 6734 | 6235 | 12969 | 6734 | 6235 |
Profit Streak | 0 | 31.4423 | 0 | 0 | 31.4423 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 681549 | 702463 | -270802 | 344549 | 301463 | 286718 |
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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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