Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2546452.7144 | 2516013.4278 | 30439.2865 | 1803427.8491 | 3048803.9767 | -1245376.1276 |
Total P&L (%) | 2546.4527 | 2516.0134 | 30.4393 | 1803.4278 | 3048.804 | -1245.3761 |
Avg Daily Profit (%) | 1.1519 | 1.1381 | 0.0138 | 0.1334 | 0.1562 | 0 |
Buy And Hold Return (%) | 733.4016 | 733.4016 | 733.4016 | 733.4016 | 733.4016 | 733.4016 |
Max Trade Drawdown | -134617 | -90118 | -116602 | -5827815 | -3661101 | -4002411 |
Profit Factor | 3.3382 | 5.726 | 1.0547 | 1.0619 | 1.2232 | 0.9195 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Losing Trades | 165 | 81 | 84 | 165 | 81 | 84 |
Profitability (%) | 30.3797 | 31.9328 | 28.8136 | 30.3797 | 31.9328 | 28.8136 |
Ratio Avg Win / Avg Loss | 7.65 | 12.2054 | 2.6057 | 2.4336 | 2.6073 | 2.2716 |
Largest Winning Trade | 2302869 | 2302869 | 47016 | 4889583 | 4889583 | 2127298 |
Largest Losing Trade | -30099 | -18484 | -30099 | -1556320 | -684897 | -1556320 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 77 | 68 | 87 | 77 | 68 | 87 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 8679 | 4102 | 4577 | 8679 | 4102 | 4577 |
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 | 387816 | 424594 | -512743 | -176100 | -958 | -591247 |
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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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