Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1383838.5202 | 1180774.4245 | 203064.0957 | 14050732.5357 | 6335667.7913 | 7715064.7444 |
Total P&L (%) | 1383.8385 | 1180.7744 | 203.0641 | 14050.7325 | 6335.6678 | 7715.0647 |
Avg Daily Profit (%) | 0.6642 | 0.5668 | 0.0975 | 0.238 | 0.2001 | 0.2094 |
Buy And Hold Return (%) | 69.6043 | 69.6043 | 69.6043 | 69.6043 | 69.6043 | 69.6043 |
Max Trade Drawdown | -145217 | -115059 | -109759 | -54474847 | -42676077 | -13905175 |
Profit Factor | 2.0491 | 2.6242 | 1.343 | 1.1055 | 1.0792 | 1.1449 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 134 | 64 | 70 | 134 | 64 | 70 |
Losing Trades | 274 | 140 | 134 | 274 | 140 | 134 |
Profitability (%) | 32.8431 | 31.3725 | 34.3137 | 32.8431 | 31.3725 | 34.3137 |
Ratio Avg Win / Avg Loss | 4.1899 | 5.7403 | 2.5708 | 2.2605 | 2.3609 | 2.1917 |
Largest Winning Trade | 574674 | 574674 | 60901 | 35020857 | 35020857 | 10111276 |
Largest Losing Trade | -26279 | -26279 | -26043 | -10111915 | -10111915 | -6332224 |
Avg Bars in Trades | 60 | 66 | 55 | 60 | 66 | 55 |
Avg Bars in Winners | 126 | 136 | 118 | 126 | 136 | 118 |
Avg Bars in Losers | 28 | 34 | 22 | 28 | 34 | 22 |
Bars Traded | 24725 | 13477 | 11248 | 24725 | 13477 | 11248 |
Profit Streak | 20.9992 | 20.9992 | 22.6659 | 20.9992 | 20.9992 | 22.6659 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446969 | 359917 | -69612 | -98498 | -130385 | -56950 |
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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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