Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1623620.9934 | 1547898.0807 | 75722.9127 | 2605689.9465 | 2534078.4704 | 71611.476 |
Total P&L (%) | 1623.621 | 1547.8981 | 75.7229 | 2605.6899 | 2534.0785 | 71.6115 |
Avg Daily Profit (%) | 0.8916 | 0.85 | 0.0416 | 0.1813 | 0.1798 | 0.0297 |
Buy And Hold Return (%) | 644.1111 | 644.1111 | 644.1111 | 644.1111 | 644.1111 | 644.1111 |
Max Trade Drawdown | -145354 | -103485 | -97644 | -6851192 | -5653884 | -1832400 |
Profit Factor | 2.2178 | 2.9451 | 1.1409 | 1.0914 | 1.1456 | 1.0064 |
Total Trades | 636 | 318 | 318 | 636 | 318 | 318 |
Winning Trades | 209 | 81 | 128 | 209 | 81 | 128 |
Losing Trades | 427 | 237 | 190 | 427 | 237 | 190 |
Profitability (%) | 32.8616 | 25.4717 | 40.2516 | 32.8616 | 25.4717 | 40.2516 |
Ratio Avg Win / Avg Loss | 4.531 | 8.6172 | 1.6935 | 2.2298 | 3.3519 | 1.4939 |
Largest Winning Trade | 1009696 | 1009696 | 39788 | 4283478 | 4283478 | 1140367 |
Largest Losing Trade | -16408 | -16408 | -14600 | -556437 | -556437 | -430502 |
Avg Bars in Trades | 33 | 47 | 20 | 33 | 47 | 20 |
Avg Bars in Winners | 71 | 129 | 34 | 71 | 129 | 34 |
Avg Bars in Losers | 15 | 19 | 10 | 15 | 19 | 10 |
Bars Traded | 21485 | 15017 | 6468 | 21485 | 15017 | 6468 |
Profit Streak | 0 | 42.6626 | 0 | 0 | 42.6626 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381116 | -11008 | -369989 | -116533 | -79321 | -534875 |
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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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