Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2516408.8131 | 2395152.3044 | 121256.5087 | 8381649.2798 | 6797292.1973 | 1584357.0825 |
Total P&L (%) | 2516.4088 | 2395.1523 | 121.2565 | 8381.6493 | 6797.2922 | 1584.3571 |
Avg Daily Profit (%) | 1.2079 | 1.1497 | 0.0582 | 0.2134 | 0.2034 | 0.1356 |
Buy And Hold Return (%) | 520.2703 | 520.2703 | 520.2703 | 520.2703 | 520.2703 | 520.2703 |
Max Trade Drawdown | -127249 | -76035 | -96621 | -12265336 | -7942309 | -10146949 |
Profit Factor | 3.5116 | 6.5505 | 1.2126 | 1.114 | 1.2009 | 1.0399 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Losing Trades | 139 | 67 | 72 | 139 | 67 | 72 |
Profitability (%) | 46.332 | 48.4615 | 44.186 | 46.332 | 48.4615 | 44.186 |
Ratio Avg Win / Avg Loss | 4.0676 | 6.9664 | 1.5317 | 1.2904 | 1.2772 | 1.3136 |
Largest Winning Trade | 2154767 | 2154767 | 50330 | 5526771 | 5526771 | 3379038 |
Largest Losing Trade | -37502 | -37502 | -33941 | -4095674 | -4095674 | -2846760 |
Avg Bars in Trades | 95 | 90 | 100 | 95 | 90 | 100 |
Avg Bars in Winners | 133 | 117 | 151 | 133 | 117 | 151 |
Avg Bars in Losers | 62 | 65 | 60 | 62 | 65 | 60 |
Bars Traded | 24738 | 11762 | 12976 | 24738 | 11762 | 12976 |
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 | 672248 | 702164 | -282792 | -87048 | 242561 | -193697 |
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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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