Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2757409.6338 | 2649066.0487 | 108343.5851 | 10022742.9908 | 5581616.5284 | 4441126.4624 |
Total P&L (%) | 2757.4096 | 2649.066 | 108.3436 | 10022.743 | 5581.6165 | 4441.1265 |
Avg Daily Profit (%) | 1.2475 | 1.1985 | 0.049 | 0.2091 | 0.1829 | 0.1728 |
Buy And Hold Return (%) | 703.4374 | 703.4374 | 703.4374 | 703.4374 | 703.4374 | 703.4374 |
Max Trade Drawdown | -110734 | -76287 | -105048 | -9730739 | -10909073 | -4525614 |
Profit Factor | 3.7108 | 6.0536 | 1.2198 | 1.149 | 1.1508 | 1.1468 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Profitability (%) | 44.4015 | 44.6154 | 44.186 | 44.4015 | 44.6154 | 44.186 |
Ratio Avg Win / Avg Loss | 4.6466 | 7.5149 | 1.5408 | 1.4388 | 1.4286 | 1.4486 |
Largest Winning Trade | 2313579 | 2313579 | 47330 | 7090000 | 7090000 | 5145776 |
Largest Losing Trade | -31559 | -22261 | -31559 | -3100261 | -2822563 | -3100261 |
Avg Bars in Trades | 50 | 47 | 53 | 50 | 47 | 53 |
Avg Bars in Winners | 78 | 72 | 85 | 78 | 72 | 85 |
Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
Bars Traded | 13043 | 6179 | 6864 | 13043 | 6179 | 6864 |
Profit Streak | 0 | 0 | 17.5668 | 0 | 0 | 17.5668 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 622382 | 623034 | -294429 | -49315 | -49027 | -53602 |
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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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