Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1287622.0774 | 1228156.309 | 59465.7684 | 3775892.671 | 3672531.25 | 103361.421 |
Total P&L (%) | 1287.6221 | 1228.1563 | 59.4658 | 3775.8927 | 3672.5313 | 103.3614 |
Avg Daily Profit (%) | 0.706 | 0.6734 | 0.0326 | 0.2007 | 0.1992 | 0.0389 |
Buy And Hold Return (%) | 735.8298 | 735.8298 | 735.8298 | 735.8298 | 735.8298 | 735.8298 |
Max Trade Drawdown | -103962 | -73833 | -100799 | -1878627 | -1711001 | -1151983 |
Profit Factor | 2.6811 | 4.1563 | 1.1578 | 1.3051 | 1.5573 | 1.0179 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 46.5116 | 45.7944 | 47.2222 | 46.5116 | 45.7944 | 47.2222 |
Ratio Avg Win / Avg Loss | 3.0833 | 4.9197 | 1.294 | 1.5008 | 1.8433 | 1.1376 |
Largest Winning Trade | 553388 | 553388 | 72046 | 2997719 | 2997719 | 1683823 |
Largest Losing Trade | -25529 | -25164 | -25529 | -619073 | -619073 | -469861 |
Avg Bars in Trades | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Winners | 71 | 66 | 76 | 71 | 66 | 76 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 10650 | 5015 | 5635 | 10650 | 5015 | 5635 |
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 | 312829 | 297367 | -363392 | 280547 | 271885 | -508910 |
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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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