Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1493875.8964 | 1318302.0481 | 175573.8482 | 24201869.0681 | 1122660.5895 | 23079208.4787 |
Total P&L (%) | 1493.8759 | 1318.302 | 175.5738 | 24201.8691 | 1122.6606 | 23079.2085 |
Avg Daily Profit (%) | 0.6745 | 0.5953 | 0.0793 | 0.2483 | 0.1131 | 0.2462 |
Buy And Hold Return (%) | 509.3089 | 509.3089 | 509.3089 | 509.3089 | 509.3089 | 509.3089 |
Max Trade Drawdown | -97042 | -78870 | -101453 | -45228602 | -39565397 | -17001411 |
Profit Factor | 2.222 | 3.2384 | 1.2771 | 1.1356 | 1.0114 | 1.2881 |
Total Trades | 361 | 181 | 180 | 361 | 181 | 180 |
Winning Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Losing Trades | 226 | 116 | 110 | 226 | 116 | 110 |
Profitability (%) | 37.3961 | 35.9116 | 38.8889 | 37.3961 | 35.9116 | 38.8889 |
Ratio Avg Win / Avg Loss | 3.7198 | 5.7793 | 2.0069 | 1.9011 | 1.805 | 2.0241 |
Largest Winning Trade | 855478 | 855478 | 51504 | 21241629 | 21241629 | 8546099 |
Largest Losing Trade | -36695 | -11989 | -36695 | -6044585 | -6044585 | -5232418 |
Avg Bars in Trades | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Winners | 32 | 36 | 29 | 32 | 36 | 29 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 6595 | 3566 | 3029 | 6595 | 3566 | 3029 |
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 | 374955 | 335535 | -255480 | -64520 | -258768 | 212344 |
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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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