Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1796381.7261 | 1638845.4469 | 157536.2791 | 32456072.067 | 19378721.5431 | 13077350.524 |
Total P&L (%) | 1796.3817 | 1638.8454 | 157.5363 | 32456.0721 | 19378.7215 | 13077.3505 |
Avg Daily Profit (%) | 0.9865 | 0.9 | 0.0865 | 0.3182 | 0.2899 | 0.2684 |
Buy And Hold Return (%) | 672.9555 | 672.9555 | 672.9555 | 672.9555 | 672.9555 | 672.9555 |
Max Trade Drawdown | -100788 | -53425 | -60587 | -19850878 | -13242838 | -14946915 |
Profit Factor | 3.3913 | 5.6746 | 1.3932 | 1.4759 | 1.5742 | 1.3796 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 173 | 88 | 85 | 173 | 88 | 85 |
Profitability (%) | 29.6748 | 28.4553 | 30.8943 | 29.6748 | 28.4553 | 30.8943 |
Ratio Avg Win / Avg Loss | 8.0369 | 14.2675 | 3.1164 | 3.4976 | 3.9579 | 3.0859 |
Largest Winning Trade | 1008884 | 1008884 | 78458 | 13391845 | 13391845 | 11621774 |
Largest Losing Trade | -17984 | -13754 | -17984 | -4323917 | -4323917 | -3119331 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 57 | 50 | 63 | 57 | 50 | 63 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 5367 | 2430 | 2937 | 5367 | 2430 | 2937 |
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 | 315426 | 108709 | -248851 | 132185 | -2859 | 105264 |
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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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