Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2658398.9779 | 2526991.3277 | 131407.6502 | 8037618.4231 | 6255238.5083 | 1782379.9148 |
Total P&L (%) | 2658.399 | 2526.9913 | 131.4077 | 8037.6184 | 6255.2385 | 1782.3799 |
Avg Daily Profit (%) | 1.276 | 1.213 | 0.0631 | 0.2114 | 0.1995 | 0.141 |
Buy And Hold Return (%) | 391.3545 | 391.3545 | 391.3545 | 391.3545 | 391.3545 | 391.3545 |
Max Trade Drawdown | -108032 | -76798 | -91865 | -13653966 | -9407606 | -12582900 |
Profit Factor | 4.0697 | 7.2875 | 1.2831 | 1.0872 | 1.1403 | 1.0375 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 45.0777 | 43.75 | 46.3918 | 45.0777 | 43.75 | 46.3918 |
Ratio Avg Win / Avg Loss | 4.9584 | 9.3697 | 1.4827 | 1.3247 | 1.4661 | 1.1989 |
Largest Winning Trade | 2311235 | 2311235 | 49622 | 7055863 | 7055863 | 5121794 |
Largest Losing Trade | -33004 | -33004 | -32303 | -4579138 | -4579138 | -3731500 |
Avg Bars in Trades | 127 | 119 | 134 | 127 | 119 | 134 |
Avg Bars in Winners | 196 | 180 | 211 | 196 | 180 | 211 |
Avg Bars in Losers | 70 | 72 | 67 | 70 | 72 | 67 |
Bars Traded | 24526 | 11465 | 13061 | 24526 | 11465 | 13061 |
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 | 707403 | 682638 | -276200 | -117348 | -60866 | -187150 |
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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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