Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1830916.2407 | 1737475.9444 | 93440.2964 | 3378294.943 | 300973.4753 | 3077321.4677 |
Total P&L (%) | 1830.9162 | 1737.4759 | 93.4403 | 3378.2949 | 300.9735 | 3077.3215 |
Avg Daily Profit (%) | 0.7321 | 0.6947 | 0.0374 | 0.142 | 0.0555 | 0.1384 |
Buy And Hold Return (%) | 496.5808 | 496.5808 | 496.5808 | 496.5808 | 496.5808 | 496.5808 |
Max Trade Drawdown | -126960 | -105095 | -91965 | -20335261 | -20410540 | -10331965 |
Profit Factor | 2.8085 | 3.7633 | 1.2436 | 1.0368 | 1.0052 | 1.0922 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 173 | 76 | 97 | 173 | 76 | 97 |
Losing Trades | 189 | 105 | 84 | 189 | 105 | 84 |
Profitability (%) | 47.7901 | 41.989 | 53.5912 | 47.7901 | 41.989 | 53.5912 |
Ratio Avg Win / Avg Loss | 3.0682 | 5.1993 | 1.0769 | 1.1327 | 1.3887 | 0.9458 |
Largest Winning Trade | 1281593 | 1281593 | 32889 | 17500992 | 17500992 | 4680873 |
Largest Losing Trade | -38396 | -29599 | -38396 | -5340952 | -5169457 | -5340952 |
Avg Bars in Trades | 40 | 58 | 22 | 40 | 58 | 22 |
Avg Bars in Winners | 54 | 88 | 28 | 54 | 88 | 28 |
Avg Bars in Losers | 27 | 37 | 15 | 27 | 37 | 15 |
Bars Traded | 14747 | 10665 | 4082 | 14747 | 10665 | 4082 |
Profit Streak | 11.8122 | 0 | 25.8122 | 11.8122 | 0 | 25.8122 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 615782 | 495480 | -306430 | -181526 | -502102 | -126625 |
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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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