Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1224304.9657 | 1040807.1029 | 183497.8628 | 40576575.9504 | 32146791.0196 | 8429784.9307 |
Total P&L (%) | 1224.305 | 1040.8071 | 183.4979 | 40576.576 | 32146.791 | 8429.7849 |
Avg Daily Profit (%) | 0.6699 | 0.5695 | 0.1004 | 0.3293 | 0.3165 | 0.2436 |
Buy And Hold Return (%) | 759.2272 | 759.2272 | 759.2272 | 759.2272 | 759.2272 | 759.2272 |
Max Trade Drawdown | -109064 | -54575 | -96378 | -14734458 | -21072513 | -15197552 |
Profit Factor | 2.2251 | 3.0527 | 1.3727 | 1.3865 | 1.5947 | 1.1655 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Losing Trades | 171 | 91 | 80 | 171 | 91 | 80 |
Profitability (%) | 41.0345 | 37.2414 | 44.8276 | 41.0345 | 37.2414 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.1974 | 5.1444 | 1.6895 | 1.9923 | 2.6873 | 1.4345 |
Largest Winning Trade | 287679 | 287679 | 38025 | 20438608 | 20438608 | 8273392 |
Largest Losing Trade | -29353 | -20579 | -29353 | -7002812 | -6072022 | -7002812 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5431 | 2853 | 2578 | 5431 | 2853 | 2578 |
Profit Streak | 0 | 28.742 | 0 | 0 | 28.742 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 184484 | -37680 | -224981 | 330267 | 277760 | -31960 |
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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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