Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1380580.9923 | 1256838.3569 | 123742.6354 | 7808781.981 | 2834741.388 | 4974040.5929 |
Total P&L (%) | 1380.581 | 1256.8384 | 123.7426 | 7808.782 | 2834.7414 | 4974.0406 |
Avg Daily Profit (%) | 0.6237 | 0.5678 | 0.0559 | 0.1976 | 0.1528 | 0.1775 |
Buy And Hold Return (%) | 196.2963 | 196.2963 | 196.2963 | 196.2963 | 196.2963 | 196.2963 |
Max Trade Drawdown | -58872 | -62142 | -91610 | -7119366 | -7078231 | -4400551 |
Profit Factor | 2.54 | 3.7716 | 1.2793 | 1.1894 | 1.1264 | 1.2645 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Profitability (%) | 30.5344 | 30.5344 | 30.5344 | 30.5344 | 30.5344 | 30.5344 |
Ratio Avg Win / Avg Loss | 5.7786 | 8.5803 | 2.9105 | 2.706 | 2.5627 | 2.8768 |
Largest Winning Trade | 885486 | 885486 | 51777 | 4564008 | 4511982 | 4564008 |
Largest Losing Trade | -30451 | -27607 | -30451 | -2562217 | -2562217 | -1663933 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Losers | 12 | 13 | 10 | 12 | 13 | 10 |
Bars Traded | 6392 | 3451 | 2941 | 6392 | 3451 | 2941 |
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 | 380866 | 366410 | -290482 | -8938 | -80189 | 47707 |
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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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