Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2436604.9179 | 2415407.7241 | 21197.1939 | 996375.34 | 14699584.8273 | -13703209.4874 |
Total P&L (%) | 2436.6049 | 2415.4077 | 21.1972 | 996.3753 | 14699.5848 | -13703.2095 |
Avg Daily Profit (%) | 1.0954 | 1.0859 | 0.0095 | 0.1077 | 0.2249 | 0 |
Buy And Hold Return (%) | 733.434 | 733.434 | 733.434 | 733.434 | 733.434 | 733.434 |
Max Trade Drawdown | -226932 | -133220 | -149205 | -34374465 | -16374444 | -18483613 |
Profit Factor | 3.5953 | 6.3631 | 1.0434 | 1.0099 | 1.3061 | 0.7393 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 50.5155 | 47.4227 | 53.6082 | 50.5155 | 47.4227 | 53.6082 |
Ratio Avg Win / Avg Loss | 3.5219 | 7.0548 | 0.9029 | 0.9893 | 1.448 | 0.6398 |
Largest Winning Trade | 2259887 | 2259887 | 43007 | 29916837 | 29916837 | 7206590 |
Largest Losing Trade | -51397 | -35729 | -51397 | -16648817 | -4795443 | -16648817 |
Avg Bars in Trades | 33 | 33 | 34 | 33 | 33 | 34 |
Avg Bars in Winners | 45 | 45 | 44 | 45 | 45 | 44 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 6535 | 3208 | 3327 | 6535 | 3208 | 3327 |
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 | 664021 | 640595 | -520166 | -313231 | 254660 | -580605 |
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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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