Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2919729.01 | 2838751.352 | 80977.6581 | 7108802.3449 | 6604245.5344 | 504556.8105 |
Total P&L (%) | 2919.729 | 2838.7514 | 80.9777 | 7108.8023 | 6604.2455 | 504.5568 |
Avg Daily Profit (%) | 1.3205 | 1.2839 | 0.0366 | 0.1937 | 0.1904 | 0.0814 |
Buy And Hold Return (%) | 494.4168 | 494.4168 | 494.4168 | 494.4168 | 494.4168 | 494.4168 |
Max Trade Drawdown | -106107 | -79241 | -124745 | -11208655 | -9519352 | -8133480 |
Profit Factor | 3.7422 | 6.4654 | 1.1485 | 1.0982 | 1.1808 | 1.0141 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Profitability (%) | 31.8367 | 31.7073 | 31.9672 | 31.8367 | 31.7073 | 31.9672 |
Ratio Avg Win / Avg Loss | 8.012 | 13.9254 | 2.4442 | 2.3512 | 2.5432 | 2.1581 |
Largest Winning Trade | 2503920 | 2503920 | 48287 | 7223180 | 7223180 | 2966412 |
Largest Losing Trade | -25926 | -20119 | -25926 | -3621544 | -2081700 | -3621544 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 36 | 37 | 36 | 36 | 37 | 36 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 4360 | 2220 | 2140 | 4360 | 2220 | 2140 |
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 | 513246 | 511624 | -372796 | -108948 | -19673 | -454146 |
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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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