Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3223393.6899 | 3002179.1413 | 221214.5486 | 78858806.8264 | 39065319.6992 | 39793487.1273 |
Total P&L (%) | 3223.3937 | 3002.1791 | 221.2145 | 78858.8068 | 39065.3197 | 39793.4871 |
Avg Daily Profit (%) | 1.4538 | 1.3541 | 0.0998 | 0.3014 | 0.2696 | 0.2705 |
Buy And Hold Return (%) | 541.7151 | 541.7151 | 541.7151 | 541.7151 | 541.7151 | 541.7151 |
Max Trade Drawdown | -93515 | -59644 | -77556 | -73420487 | -63010408 | -47235253 |
Profit Factor | 4.6848 | 7.8365 | 1.5078 | 1.2097 | 1.1995 | 1.2207 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 123 | 65 | 58 | 123 | 65 | 58 |
Profitability (%) | 42.7907 | 39.8148 | 45.7944 | 42.7907 | 39.8148 | 45.7944 |
Ratio Avg Win / Avg Loss | 6.2633 | 11.8458 | 1.7847 | 1.6172 | 1.8132 | 1.4449 |
Largest Winning Trade | 2565365 | 2565365 | 52449 | 41560242 | 41560242 | 25205046 |
Largest Losing Trade | -38538 | -26079 | -38538 | -22928367 | -15772035 | -22928367 |
Avg Bars in Trades | 61 | 59 | 63 | 61 | 59 | 63 |
Avg Bars in Winners | 96 | 96 | 96 | 96 | 96 | 96 |
Avg Bars in Losers | 34 | 34 | 35 | 34 | 34 | 35 |
Bars Traded | 13160 | 6376 | 6784 | 13160 | 6376 | 6784 |
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 | 681093 | 611120 | -224993 | 283269 | 158702 | 228042 |
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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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