Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1702936.5998 | 1569036.0216 | 133900.5781 | 12880927.6675 | 9662518.2767 | 3218409.3908 |
Total P&L (%) | 1702.9366 | 1569.036 | 133.9006 | 12880.9277 | 9662.5183 | 3218.4094 |
Avg Daily Profit (%) | 0.9352 | 0.8616 | 0.0735 | 0.2676 | 0.2519 | 0.1925 |
Buy And Hold Return (%) | 633.7746 | 633.7746 | 633.7746 | 633.7746 | 633.7746 | 633.7746 |
Max Trade Drawdown | -93488 | -61296 | -56167 | -17134325 | -9462717 | -10712185 |
Profit Factor | 3.0476 | 4.7816 | 1.3213 | 1.2009 | 1.2918 | 1.1039 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 175 | 90 | 85 | 175 | 90 | 85 |
Profitability (%) | 31.1024 | 29.1339 | 33.0709 | 31.1024 | 29.1339 | 33.0709 |
Ratio Avg Win / Avg Loss | 6.7509 | 11.631 | 2.674 | 2.6603 | 3.1422 | 2.234 |
Largest Winning Trade | 1030080 | 1030080 | 62968 | 10136036 | 10136036 | 5620281 |
Largest Losing Trade | -30457 | -18686 | -30457 | -2259502 | -2078453 | -2259502 |
Avg Bars in Trades | 21 | 19 | 22 | 21 | 19 | 22 |
Avg Bars in Winners | 50 | 48 | 52 | 50 | 48 | 52 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 5372 | 2454 | 2918 | 5372 | 2454 | 2918 |
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 | 359040 | 201677 | -265740 | 124649 | -1908 | -105008 |
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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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