Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1564299.3852 | 1465553.6526 | 98745.7326 | 9683794.9311 | 8228524.1434 | 1455270.7877 |
Total P&L (%) | 1564.2994 | 1465.5537 | 98.7457 | 9683.7949 | 8228.5241 | 1455.2708 |
Avg Daily Profit (%) | 0.8605 | 0.8062 | 0.0543 | 0.2524 | 0.2436 | 0.1511 |
Buy And Hold Return (%) | 603.4158 | 603.4158 | 603.4158 | 603.4158 | 603.4158 | 603.4158 |
Max Trade Drawdown | -95844 | -55339 | -67754 | -6188746 | -7177010 | -4417292 |
Profit Factor | 2.9819 | 4.9298 | 1.2372 | 1.2801 | 1.476 | 1.0842 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Profitability (%) | 30.3571 | 27.6786 | 33.0357 | 30.3571 | 27.6786 | 33.0357 |
Ratio Avg Win / Avg Loss | 6.8409 | 12.8811 | 2.5078 | 2.9368 | 3.8566 | 2.1977 |
Largest Winning Trade | 871510 | 871510 | 78124 | 6846464 | 6846464 | 3087146 |
Largest Losing Trade | -25603 | -15312 | -25603 | -2320162 | -2087586 | -2320162 |
Avg Bars in Trades | 95 | 87 | 103 | 95 | 87 | 103 |
Avg Bars in Winners | 234 | 217 | 248 | 234 | 217 | 248 |
Avg Bars in Losers | 35 | 38 | 32 | 35 | 38 | 32 |
Bars Traded | 21467 | 9839 | 11628 | 21467 | 9839 | 11628 |
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 | 323051 | -1381 | -292198 | 111350 | -7585 | -130153 |
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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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