Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1707378.3377 | 1570895.3747 | 136482.9631 | 16192381.1034 | 12366888.6247 | 3825492.4787 |
Total P&L (%) | 1707.3783 | 1570.8954 | 136.483 | 16192.3811 | 12366.8886 | 3825.4925 |
Avg Daily Profit (%) | 0.9415 | 0.8662 | 0.0753 | 0.2812 | 0.2665 | 0.2026 |
Buy And Hold Return (%) | 638.2001 | 638.2001 | 638.2001 | 638.2001 | 638.2001 | 638.2001 |
Max Trade Drawdown | -93189 | -54993 | -61541 | -8702254 | -9955268 | -6782728 |
Profit Factor | 3.1078 | 5.0008 | 1.327 | 1.3051 | 1.444 | 1.1516 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 179 | 92 | 87 | 179 | 92 | 87 |
Profitability (%) | 31.1538 | 29.2308 | 33.0769 | 31.1538 | 29.2308 | 33.0769 |
Ratio Avg Win / Avg Loss | 6.8678 | 12.1072 | 2.6848 | 2.884 | 3.4961 | 2.33 |
Largest Winning Trade | 999429 | 999429 | 66205 | 10211592 | 10211592 | 5269052 |
Largest Losing Trade | -19117 | -16495 | -19117 | -3687769 | -3687769 | -2988800 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 64 | 59 | 70 | 64 | 59 | 70 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 7158 | 3268 | 3890 | 7158 | 3268 | 3890 |
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 | 364897 | 219844 | -263391 | 153610 | -418 | -51744 |
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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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