Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1459985.926 | 1348304.9163 | 111681.0097 | 10172529.5629 | 7139149.8581 | 3033379.7048 |
Total P&L (%) | 1459.9859 | 1348.3049 | 111.681 | 10172.5296 | 7139.1499 | 3033.3797 |
Avg Daily Profit (%) | 0.8016 | 0.7403 | 0.0613 | 0.2547 | 0.2354 | 0.1893 |
Buy And Hold Return (%) | 563.9714 | 563.9714 | 563.9714 | 563.9714 | 563.9714 | 563.9714 |
Max Trade Drawdown | -145883 | -94519 | -101260 | -10311443 | -8807866 | -4687018 |
Profit Factor | 2.6393 | 4.0837 | 1.2463 | 1.2082 | 1.2637 | 1.1392 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 198 | 100 | 98 | 198 | 100 | 98 |
Profitability (%) | 32.8814 | 31.9728 | 33.7838 | 32.8814 | 31.9728 | 33.7838 |
Ratio Avg Win / Avg Loss | 5.3875 | 8.6888 | 2.4428 | 2.4662 | 2.6888 | 2.2329 |
Largest Winning Trade | 751625 | 751625 | 70161 | 9981654 | 9981654 | 4232620 |
Largest Losing Trade | -21326 | -21326 | -19936 | -3718281 | -3718281 | -1275352 |
Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Winners | 52 | 49 | 55 | 52 | 49 | 55 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 7153 | 3264 | 3888 | 7153 | 3264 | 3888 |
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 | 355973 | 309497 | -282146 | 154883 | 86969 | -65593 |
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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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