Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3097500.7019 | 2961790.51 | 135710.1919 | 20687931.7524 | 9349977.3974 | 11337954.3551 |
Total P&L (%) | 3097.5007 | 2961.7905 | 135.7102 | 20687.9318 | 9349.9774 | 11337.9544 |
Avg Daily Profit (%) | 1.3951 | 1.3339 | 0.0611 | 0.2407 | 0.2051 | 0.2137 |
Buy And Hold Return (%) | 653.918 | 653.918 | 653.918 | 653.918 | 653.918 | 653.918 |
Max Trade Drawdown | -100002 | -78781 | -71248 | -40381151 | -36255232 | -17076510 |
Profit Factor | 3.939 | 6.9882 | 1.2426 | 1.1095 | 1.1005 | 1.1182 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 170 | 84 | 86 | 170 | 84 | 86 |
Profitability (%) | 35.6061 | 36.3636 | 34.8485 | 35.6061 | 36.3636 | 34.8485 |
Ratio Avg Win / Avg Loss | 7.1238 | 12.2294 | 2.3232 | 2.0065 | 1.9259 | 2.0906 |
Largest Winning Trade | 2593274 | 2593274 | 53832 | 16304265 | 16304265 | 11581439 |
Largest Losing Trade | -28480 | -17166 | -28480 | -8208648 | -8208648 | -7040172 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
Bars Traded | 6570 | 3167 | 3403 | 6570 | 3167 | 3403 |
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 | 546962 | 546361 | -282062 | -94538 | -106019 | -87058 |
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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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