Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2528273.4646 | 2429205.248 | 99068.2166 | 8155582.5006 | 7019410.0736 | 1136172.427 |
Total P&L (%) | 2528.2735 | 2429.2052 | 99.0682 | 8155.5825 | 7019.4101 | 1136.1724 |
Avg Daily Profit (%) | 1.139 | 1.0944 | 0.0446 | 0.199 | 0.1923 | 0.1134 |
Buy And Hold Return (%) | 633.5901 | 633.5901 | 633.5901 | 633.5901 | 633.5901 | 633.5901 |
Max Trade Drawdown | -92176 | -81042 | -89139 | -15871990 | -13730071 | -7260592 |
Profit Factor | 3.7268 | 6.4791 | 1.2048 | 1.1016 | 1.1914 | 1.026 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 142 | 72 | 70 | 142 | 72 | 70 |
Profitability (%) | 32.7014 | 31.4286 | 33.9623 | 32.7014 | 31.4286 | 33.9623 |
Ratio Avg Win / Avg Loss | 7.6696 | 14.1361 | 2.3426 | 2.267 | 2.5994 | 1.9951 |
Largest Winning Trade | 2139449 | 2139449 | 47080 | 7790944 | 7790944 | 5744173 |
Largest Losing Trade | -29686 | -17797 | -29686 | -4053064 | -2284102 | -4053064 |
Avg Bars in Trades | 62 | 61 | 63 | 62 | 61 | 63 |
Avg Bars in Winners | 126 | 118 | 133 | 126 | 118 | 133 |
Avg Bars in Losers | 31 | 34 | 28 | 31 | 34 | 28 |
Bars Traded | 13195 | 6418 | 6777 | 13195 | 6418 | 6777 |
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 | 448849 | 434998 | -304970 | -105304 | -8391 | -246806 |
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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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