Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1532438.8798 | 1428757.9105 | 103680.9694 | 80849763.9914 | 63511762.4483 | 17338001.5431 |
Total P&L (%) | 1532.4389 | 1428.7579 | 103.681 | 80849.764 | 63511.7624 | 17338.0015 |
Avg Daily Profit (%) | 0.677 | 0.6312 | 0.0458 | 0.2963 | 0.2856 | 0.2283 |
Buy And Hold Return (%) | 9719.0093 | 9719.0093 | 9719.0093 | 9719.0093 | 9719.0093 | 9719.0093 |
Max Trade Drawdown | -121559 | -94179 | -103609 | -45951014 | -24358868 | -29945706 |
Profit Factor | 2.2455 | 3.37 | 1.1652 | 1.3971 | 1.6161 | 1.1725 |
Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
Winning Trades | 229 | 110 | 119 | 229 | 110 | 119 |
Losing Trades | 261 | 135 | 126 | 261 | 135 | 126 |
Profitability (%) | 46.7347 | 44.898 | 48.5714 | 46.7347 | 44.898 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.5593 | 4.1359 | 1.2338 | 1.5923 | 1.9834 | 1.2415 |
Largest Winning Trade | 501249 | 501249 | 39787 | 27991968 | 27991968 | 18869544 |
Largest Losing Trade | -32433 | -32433 | -31420 | -19258482 | -19258482 | -13092390 |
Avg Bars in Trades | 18 | 21 | 14 | 18 | 21 | 14 |
Avg Bars in Winners | 22 | 28 | 16 | 22 | 28 | 16 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 8852 | 5240 | 3612 | 8852 | 5240 | 3612 |
Profit Streak | 0 | 10.3257 | 0 | 0 | 10.3257 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147820 | -147934 | -335838 | 439836 | 402999 | -30365 |
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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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