Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1862258.2847 | 1826917.9514 | 35340.3333 | 1384188.6057 | 1214233.3424 | 169955.2633 |
Total P&L (%) | 1862.2583 | 1826.918 | 35.3403 | 1384.1886 | 1214.2333 | 169.9553 |
Avg Daily Profit (%) | 0.8231 | 0.8075 | 0.0156 | 0.1193 | 0.1139 | 0.0439 |
Buy And Hold Return (%) | 317.0149 | 317.0149 | 317.0149 | 317.0149 | 317.0149 | 317.0149 |
Max Trade Drawdown | -140919 | -69681 | -125640 | -4047124 | -2834731 | -1802874 |
Profit Factor | 2.6961 | 4.5747 | 1.0602 | 1.0763 | 1.1557 | 1.0164 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 148 | 65 | 83 | 148 | 65 | 83 |
Losing Trades | 265 | 142 | 123 | 265 | 142 | 123 |
Profitability (%) | 35.8354 | 31.401 | 40.2913 | 35.8354 | 31.401 | 40.2913 |
Ratio Avg Win / Avg Loss | 4.8275 | 9.9939 | 1.5712 | 1.9271 | 2.5247 | 1.5063 |
Largest Winning Trade | 1269596 | 1269596 | 54993 | 2338554 | 2338554 | 1498845 |
Largest Losing Trade | -34694 | -34694 | -33203 | -1258754 | -1162728 | -1258754 |
Avg Bars in Trades | 21 | 23 | 18 | 21 | 23 | 18 |
Avg Bars in Winners | 44 | 56 | 34 | 44 | 56 | 34 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 8673 | 4787 | 3886 | 8673 | 4787 | 3886 |
Profit Streak | 0 | 0 | 14.2792 | 0 | 0 | 14.2792 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522261 | 482530 | -493315 | -173829 | -97469 | -503785 |
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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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