Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1494054.8993 | 1384570.2219 | 109484.6774 | 97533045.0565 | 74029401.6819 | 23503643.3746 |
Total P&L (%) | 1494.0549 | 1384.5702 | 109.4847 | 97533.0451 | 74029.4017 | 23503.6434 |
Avg Daily Profit (%) | 0.7173 | 0.6648 | 0.0526 | 0.3311 | 0.3178 | 0.2627 |
Buy And Hold Return (%) | 10992.2847 | 10992.2847 | 10992.2847 | 10992.2847 | 10992.2847 | 10992.2847 |
Max Trade Drawdown | -70083 | -63247 | -101353 | -24427816 | -36623449 | -24137276 |
Profit Factor | 2.9479 | 5.3147 | 1.2454 | 1.5522 | 1.921 | 1.2442 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Losing Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Profitability (%) | 43.6997 | 43.5484 | 43.8503 | 43.6997 | 43.5484 | 43.8503 |
Ratio Avg Win / Avg Loss | 3.798 | 6.8894 | 1.5948 | 1.9997 | 2.4902 | 1.5931 |
Largest Winning Trade | 476539 | 476539 | 44830 | 48183931 | 48183931 | 20872169 |
Largest Losing Trade | -47921 | -15945 | -47921 | -19143741 | -9697382 | -19143741 |
Avg Bars in Trades | 65 | 60 | 70 | 65 | 60 | 70 |
Avg Bars in Winners | 109 | 102 | 115 | 109 | 102 | 115 |
Avg Bars in Losers | 32 | 28 | 35 | 32 | 28 | 35 |
Bars Traded | 24573 | 11320 | 13253 | 24573 | 11320 | 13253 |
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 | -148188 | -147832 | -289601 | 410173 | 375295 | 53706 |
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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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