Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1568615.0539 | 1494630.0766 | 73984.9773 | 6046644.0832 | 6805955.2868 | -759311.2035 |
Total P&L (%) | 1568.6151 | 1494.6301 | 73.985 | 6046.6441 | 6805.9553 | -759.3112 |
Avg Daily Profit (%) | 0.859 | 0.8185 | 0.0405 | 0.2258 | 0.2322 | 0 |
Buy And Hold Return (%) | 676.0219 | 676.0219 | 676.0219 | 676.0219 | 676.0219 | 676.0219 |
Max Trade Drawdown | -86178 | -58476 | -71280 | -7100205 | -4484015 | -4273836 |
Profit Factor | 2.4105 | 3.6411 | 1.1355 | 1.1363 | 1.3118 | 0.9663 |
Total Trades | 482 | 241 | 241 | 482 | 241 | 241 |
Winning Trades | 147 | 77 | 70 | 147 | 77 | 70 |
Losing Trades | 335 | 164 | 171 | 335 | 164 | 171 |
Profitability (%) | 30.4979 | 31.9502 | 29.0456 | 30.4979 | 31.9502 | 29.0456 |
Ratio Avg Win / Avg Loss | 5.4934 | 7.755 | 2.7738 | 2.5896 | 2.794 | 2.3605 |
Largest Winning Trade | 1050211 | 1050211 | 66266 | 4344498 | 4344498 | 2948825 |
Largest Losing Trade | -11332 | -10258 | -11332 | -842241 | -669241 | -842241 |
Avg Bars in Trades | 44 | 40 | 49 | 44 | 40 | 49 |
Avg Bars in Winners | 113 | 98 | 129 | 113 | 98 | 129 |
Avg Bars in Losers | 14 | 12 | 16 | 14 | 12 | 16 |
Bars Traded | 21679 | 9701 | 11978 | 21679 | 9701 | 11978 |
Profit Streak | 0 | 17.1735 | 0 | 0 | 17.1735 | 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 | 287685 | 333048 | -386243 | -66251 | 156007 | -589278 |
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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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