Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2336992.6098 | 2256847.6656 | 80144.9442 | 4571763.7517 | 2476170.483 | 2095593.2687 |
Total P&L (%) | 2336.9926 | 2256.8477 | 80.1449 | 4571.7638 | 2476.1705 | 2095.5933 |
Avg Daily Profit (%) | 1.0552 | 1.019 | 0.0362 | 0.1737 | 0.1468 | 0.1396 |
Buy And Hold Return (%) | 243.949 | 243.949 | 243.949 | 243.949 | 243.949 | 243.949 |
Max Trade Drawdown | -119536 | -90234 | -99148 | -12061410 | -10839746 | -7300986 |
Profit Factor | 3.4817 | 5.6046 | 1.1775 | 1.0786 | 1.0791 | 1.078 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Losing Trades | 210 | 101 | 109 | 210 | 101 | 109 |
Profitability (%) | 26.3158 | 29.3706 | 23.2394 | 26.3158 | 29.3706 | 23.2394 |
Ratio Avg Win / Avg Loss | 9.7487 | 13.4777 | 3.8893 | 3.02 | 2.5949 | 3.5607 |
Largest Winning Trade | 2020676 | 2020676 | 54427 | 5014157 | 4074115 | 5014157 |
Largest Losing Trade | -31103 | -31103 | -20381 | -5199805 | -5199805 | -1121996 |
Avg Bars in Trades | 22 | 24 | 19 | 22 | 24 | 19 |
Avg Bars in Winners | 60 | 61 | 60 | 60 | 61 | 60 |
Avg Bars in Losers | 8 | 9 | 6 | 8 | 9 | 6 |
Bars Traded | 6271 | 3555 | 2716 | 6271 | 3555 | 2716 |
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 | -2199 | 401226 | -371993 | -147421 | -139558 | -177360 |
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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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