Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1684446.9841 | 1552701.4374 | 131745.5468 | 10293219.6928 | 4016352.1583 | 6276867.5345 |
Total P&L (%) | 1684.447 | 1552.7014 | 131.7455 | 10293.2197 | 4016.3522 | 6276.8675 |
Avg Daily Profit (%) | 0.7621 | 0.7025 | 0.0596 | 0.2103 | 0.1683 | 0.1882 |
Buy And Hold Return (%) | 576.7055 | 576.7055 | 576.7055 | 576.7055 | 576.7055 | 576.7055 |
Max Trade Drawdown | -99030 | -70666 | -131935 | -8724171 | -7749440 | -5296173 |
Profit Factor | 2.4389 | 3.605 | 1.2293 | 1.1535 | 1.1182 | 1.1896 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 135 | 64 | 71 | 135 | 64 | 71 |
Losing Trades | 170 | 89 | 81 | 170 | 89 | 81 |
Profitability (%) | 44.2623 | 41.8301 | 46.7105 | 44.2623 | 41.8301 | 46.7105 |
Ratio Avg Win / Avg Loss | 3.0712 | 5.0132 | 1.4024 | 1.4525 | 1.555 | 1.3572 |
Largest Winning Trade | 1173550 | 1173550 | 47241 | 5496693 | 5496693 | 3612635 |
Largest Losing Trade | -27278 | -27278 | -23867 | -3480472 | -2040855 | -3480472 |
Avg Bars in Trades | 43 | 42 | 43 | 43 | 42 | 43 |
Avg Bars in Winners | 60 | 60 | 61 | 60 | 60 | 61 |
Avg Bars in Losers | 29 | 29 | 28 | 29 | 29 | 28 |
Bars Traded | 13181 | 6502 | 6679 | 13181 | 6502 | 6679 |
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 | 492168 | 460398 | -280498 | -44240 | -84572 | -5039 |
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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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