Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2561203.5378 | 2413527.1848 | 147676.353 | 19730192.7665 | 10645504.6634 | 9084688.1031 |
Total P&L (%) | 2561.2035 | 2413.5272 | 147.6764 | 19730.1928 | 10645.5047 | 9084.6881 |
Avg Daily Profit (%) | 1.1575 | 1.0908 | 0.0667 | 0.2394 | 0.2116 | 0.2045 |
Buy And Hold Return (%) | 522.3979 | 522.3979 | 522.3979 | 522.3979 | 522.3979 | 522.3979 |
Max Trade Drawdown | -170438 | -101616 | -138042 | -21813112 | -17437902 | -13915031 |
Profit Factor | 3.6 | 6.1674 | 1.2851 | 1.1464 | 1.1618 | 1.1318 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Losing Trades | 183 | 93 | 90 | 183 | 93 | 90 |
Profitability (%) | 40.3909 | 39.6104 | 41.1765 | 40.3909 | 39.6104 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.3128 | 9.4028 | 1.8358 | 1.6919 | 1.7712 | 1.6169 |
Largest Winning Trade | 2034203 | 2034203 | 48025 | 21978015 | 21978015 | 7827626 |
Largest Losing Trade | -36358 | -31984 | -36358 | -5680471 | -4929736 | -5680471 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 6527 | 3240 | 3286 | 6527 | 3240 | 3286 |
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 | 610963 | 603519 | -271399 | -51814 | -36845 | -69268 |
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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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