Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1285569.2562 | 1195682.4089 | 89886.8474 | 42173640.5247 | 26382180.4493 | 15791460.0755 |
Total P&L (%) | 1285.5693 | 1195.6824 | 89.8868 | 42173.6405 | 26382.1804 | 15791.4601 |
Avg Daily Profit (%) | 0.568 | 0.5283 | 0.0397 | 0.2675 | 0.2468 | 0.2242 |
Buy And Hold Return (%) | 9063.9024 | 9063.9024 | 9063.9024 | 9063.9024 | 9063.9024 | 9063.9024 |
Max Trade Drawdown | -138202 | -134455 | -119032 | -19159476 | -10534375 | -13598665 |
Profit Factor | 2.1722 | 3.2186 | 1.1611 | 1.4825 | 1.5838 | 1.374 |
Total Trades | 476 | 238 | 238 | 476 | 238 | 238 |
Winning Trades | 198 | 91 | 107 | 198 | 91 | 107 |
Losing Trades | 278 | 147 | 131 | 278 | 147 | 131 |
Profitability (%) | 41.5966 | 38.2353 | 44.958 | 41.5966 | 38.2353 | 44.958 |
Ratio Avg Win / Avg Loss | 3.0499 | 5.1994 | 1.4216 | 2.0815 | 2.5585 | 1.6822 |
Largest Winning Trade | 363589 | 363589 | 34028 | 15726434 | 15726434 | 7691834 |
Largest Losing Trade | -49689 | -21534 | -49689 | -4148122 | -4148122 | -3382998 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 8954 | 4626 | 4328 | 8954 | 4626 | 4328 |
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 | -150964 | -152389 | -349887 | 316106 | 164497 | 10496 |
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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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