Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1776312.6343 | 1669953.3464 | 106359.2879 | 6456000.4147 | 6243049.3433 | 212951.0714 |
Total P&L (%) | 1776.3126 | 1669.9533 | 106.3593 | 6456.0004 | 6243.0493 | 212.9511 |
Avg Daily Profit (%) | 0.9737 | 0.9154 | 0.0583 | 0.2296 | 0.2277 | 0.0626 |
Buy And Hold Return (%) | 693.5798 | 693.5798 | 693.5798 | 693.5798 | 693.5798 | 693.5798 |
Max Trade Drawdown | -114989 | -97253 | -46115 | -16335468 | -12887949 | -6264416 |
Profit Factor | 2.8852 | 3.9278 | 1.286 | 1.0977 | 1.1517 | 1.0086 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 110 | 45 | 65 | 110 | 45 | 65 |
Losing Trades | 157 | 88 | 69 | 157 | 88 | 69 |
Profitability (%) | 41.1985 | 33.8346 | 48.5075 | 41.1985 | 33.8346 | 48.5075 |
Ratio Avg Win / Avg Loss | 4.118 | 7.6811 | 1.3652 | 1.5668 | 2.2521 | 1.0706 |
Largest Winning Trade | 1185069 | 1185069 | 56596 | 10196449 | 10196449 | 2800403 |
Largest Losing Trade | -29305 | -29305 | -22307 | -5406101 | -5406101 | -2078454 |
Avg Bars in Trades | 39 | 52 | 27 | 39 | 52 | 27 |
Avg Bars in Winners | 62 | 97 | 38 | 62 | 97 | 38 |
Avg Bars in Losers | 24 | 29 | 17 | 24 | 29 | 17 |
Bars Traded | 10667 | 6963 | 3704 | 10667 | 6963 | 3704 |
Profit Streak | 20.0343 | 0 | 28.701 | 20.0343 | 0 | 28.701 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498719 | 346180 | -280813 | -105081 | -50802 | -486252 |
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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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