Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1429371.973 | 1309818.4093 | 119553.5637 | 11403863.0541 | 7269914.2941 | 4133948.76 |
Total P&L (%) | 1429.372 | 1309.8184 | 119.5536 | 11403.8631 | 7269.9143 | 4133.9488 |
Avg Daily Profit (%) | 0.7848 | 0.7192 | 0.0656 | 0.2609 | 0.2364 | 0.2059 |
Buy And Hold Return (%) | 571.5618 | 571.5618 | 571.5618 | 571.5618 | 571.5618 | 571.5618 |
Max Trade Drawdown | -127296 | -73273 | -62069 | -11382555 | -9046779 | -8467801 |
Profit Factor | 2.7432 | 4.4175 | 1.2738 | 1.2224 | 1.2813 | 1.1626 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 166 | 86 | 80 | 166 | 86 | 80 |
Profitability (%) | 36.8821 | 34.3511 | 39.3939 | 36.8821 | 34.3511 | 39.3939 |
Ratio Avg Win / Avg Loss | 4.6946 | 8.4422 | 1.9597 | 2.092 | 2.4487 | 1.7887 |
Largest Winning Trade | 846455 | 846455 | 69466 | 7402578 | 7402578 | 4409633 |
Largest Losing Trade | -31251 | -23822 | -31251 | -2232112 | -2111720 | -2232112 |
Avg Bars in Trades | 27 | 25 | 28 | 27 | 25 | 28 |
Avg Bars in Winners | 53 | 51 | 54 | 53 | 51 | 54 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 7145 | 3327 | 3818 | 7145 | 3327 | 3818 |
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 | 405658 | 319818 | -274074 | 209933 | 122926 | -36480 |
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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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