Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1621722.9699 | 1474764.5577 | 146958.4122 | 21236633.7696 | 14036494.8369 | 7200138.9327 |
Total P&L (%) | 1621.723 | 1474.7646 | 146.9584 | 21236.6338 | 14036.4948 | 7200.1389 |
Avg Daily Profit (%) | 0.8922 | 0.8113 | 0.0809 | 0.2955 | 0.2728 | 0.2363 |
Buy And Hold Return (%) | 644.2207 | 644.2207 | 644.2207 | 644.2207 | 644.2207 | 644.2207 |
Max Trade Drawdown | -88532 | -53052 | -58189 | -23454465 | -19883633 | -16956084 |
Profit Factor | 3.2428 | 5.4149 | 1.3778 | 1.2143 | 1.2947 | 1.1399 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 164 | 83 | 81 | 164 | 83 | 81 |
Profitability (%) | 31.0924 | 30.2521 | 31.9328 | 31.0924 | 30.2521 | 31.9328 |
Ratio Avg Win / Avg Loss | 7.1868 | 12.4844 | 2.9368 | 2.6911 | 2.985 | 2.4298 |
Largest Winning Trade | 889556 | 889556 | 70283 | 17305844 | 17305844 | 9943985 |
Largest Losing Trade | -26916 | -13754 | -26916 | -3659630 | -3659630 | -3251332 |
Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Winners | 52 | 47 | 56 | 52 | 47 | 56 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 5361 | 2495 | 2866 | 5361 | 2495 | 2866 |
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 | 362690 | 312275 | -256100 | 133030 | 78562 | -64170 |
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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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