Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1604396.8815 | 1454456.2107 | 149940.6708 | 18494248.9546 | 14516292.6836 | 3977956.271 |
Total P&L (%) | 1604.3969 | 1454.4562 | 149.9407 | 18494.249 | 14516.2927 | 3977.9563 |
Avg Daily Profit (%) | 0.8796 | 0.7974 | 0.0822 | 0.2869 | 0.2737 | 0.2035 |
Buy And Hold Return (%) | 684.1098 | 684.1098 | 684.1098 | 684.1098 | 684.1098 | 684.1098 |
Max Trade Drawdown | -97507 | -89061 | -54322 | -12053965 | -8277600 | -4818905 |
Profit Factor | 3.3591 | 4.8007 | 1.5042 | 1.3429 | 1.4549 | 1.1806 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 46.9136 | 43.2099 | 50.6173 | 46.9136 | 43.2099 | 50.6173 |
Ratio Avg Win / Avg Loss | 3.8011 | 6.3095 | 1.4675 | 1.5196 | 1.9122 | 1.1518 |
Largest Winning Trade | 898221 | 898221 | 73463 | 10592825 | 10592825 | 4782976 |
Largest Losing Trade | -37944 | -37944 | -37849 | -5079167 | -5079167 | -3060933 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 32 | 38 | 26 | 32 | 38 | 26 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 3544 | 2012 | 1532 | 3544 | 2012 | 1532 |
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 | 539891 | 15230 | -259247 | 365898 | -3511 | -26173 |
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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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