Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2460528.6248 | 2386288.0305 | 74240.5943 | 4432573.4621 | 4271286.4447 | 161287.0174 |
Total P&L (%) | 2460.5286 | 2386.288 | 74.2406 | 4432.5735 | 4271.2864 | 161.287 |
Avg Daily Profit (%) | 1.111 | 1.0775 | 0.0335 | 0.1724 | 0.1707 | 0.0434 |
Buy And Hold Return (%) | 668.9873 | 668.9873 | 668.9873 | 668.9873 | 668.9873 | 668.9873 |
Max Trade Drawdown | -114549 | -96175 | -75178 | -6638129 | -4756129 | -4905143 |
Profit Factor | 3.8105 | 6.748 | 1.1613 | 1.1143 | 1.2291 | 1.008 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Losing Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Profitability (%) | 35.1648 | 35.0365 | 35.2941 | 35.1648 | 35.0365 | 35.2941 |
Ratio Avg Win / Avg Loss | 7.0255 | 12.512 | 2.129 | 2.0544 | 2.2789 | 1.848 |
Largest Winning Trade | 2177881 | 2177881 | 53641 | 7183352 | 7183352 | 2323395 |
Largest Losing Trade | -23360 | -20769 | -23360 | -1700999 | -1700999 | -1531271 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 52 | 48 | 55 | 52 | 48 | 55 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6524 | 3149 | 3375 | 6524 | 3149 | 3375 |
Profit Streak | 0 | 0 | 4.9544 | 0 | 0 | 4.9544 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496322 | 489442 | -360865 | -90222 | 86627 | -516315 |
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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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