Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422417.8978 | 1352531.8885 | 69886.0093 | 4767992.1088 | 6391182.2669 | -1623190.1581 |
Total P&L (%) | 1422.4179 | 1352.5319 | 69.886 | 4767.9921 | 6391.1823 | -1623.1902 |
Avg Daily Profit (%) | 0.7845 | 0.7459 | 0.0385 | 0.2145 | 0.2304 | 0 |
Buy And Hold Return (%) | 489.743 | 489.743 | 489.743 | 489.743 | 489.743 | 489.743 |
Max Trade Drawdown | -96510 | -71973 | -65145 | -15348533 | -9804524 | -7059504 |
Profit Factor | 2.683 | 4.2731 | 1.1618 | 1.0865 | 1.2288 | 0.9403 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Losing Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Profitability (%) | 44.0613 | 40.7692 | 47.3282 | 44.0613 | 40.7692 | 47.3282 |
Ratio Avg Win / Avg Loss | 3.4062 | 6.208 | 1.293 | 1.3794 | 1.7853 | 1.0465 |
Largest Winning Trade | 807572 | 807572 | 74119 | 12356914 | 12356914 | 4238755 |
Largest Losing Trade | -39480 | -23210 | -39480 | -2170579 | -1861115 | -2170579 |
Avg Bars in Trades | 40 | 37 | 44 | 40 | 37 | 44 |
Avg Bars in Winners | 57 | 48 | 64 | 57 | 48 | 64 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 10648 | 4873 | 5775 | 10648 | 4873 | 5775 |
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 | 504414 | 462380 | -350990 | -118170 | 189314 | -580357 |
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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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