Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2674043.2131 | 2542581.0944 | 131462.1186 | 14954883.9981 | 15742374.8358 | -787490.8377 |
Total P&L (%) | 2674.0432 | 2542.5811 | 131.4621 | 14954.884 | 15742.3748 | -787.4908 |
Avg Daily Profit (%) | 1.2085 | 1.1491 | 0.0594 | 0.2269 | 0.2292 | 0 |
Buy And Hold Return (%) | 793.5022 | 793.5022 | 793.5022 | 793.5022 | 793.5022 | 793.5022 |
Max Trade Drawdown | -123130 | -61006 | -98032 | -31263776 | -13741261 | -27269918 |
Profit Factor | 3.9067 | 6.8306 | 1.2717 | 1.0963 | 1.216 | 0.9905 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Losing Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Profitability (%) | 34.7826 | 36.5385 | 33.0097 | 34.7826 | 36.5385 | 33.0097 |
Ratio Avg Win / Avg Loss | 7.3251 | 11.8636 | 2.5808 | 2.0555 | 2.112 | 2.01 |
Largest Winning Trade | 2151849 | 2151849 | 50183 | 23606930 | 23606930 | 12831639 |
Largest Losing Trade | -59988 | -22898 | -59988 | -13879054 | -5740819 | -13879054 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 60 | 54 | 68 | 60 | 54 | 68 |
Avg Bars in Losers | 15 | 17 | 14 | 15 | 17 | 14 |
Bars Traded | 6529 | 3214 | 3315 | 6529 | 3214 | 3315 |
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 | 464300 | 487998 | -285231 | -110104 | 124439 | -584887 |
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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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