Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1377002.0403 | 1250318.3045 | 126683.7358 | 10557528.3502 | 8186968.6781 | 2370559.672 |
Total P&L (%) | 1377.002 | 1250.3183 | 126.6837 | 10557.5284 | 8186.9687 | 2370.5597 |
Avg Daily Profit (%) | 0.7355 | 0.6678 | 0.0677 | 0.2497 | 0.2362 | 0.1714 |
Buy And Hold Return (%) | 389.1405 | 389.1405 | 389.1405 | 389.1405 | 389.1405 | 389.1405 |
Max Trade Drawdown | -75751 | -90417 | -96631 | -14630062 | -9168746 | -10377449 |
Profit Factor | 2.2576 | 3.2018 | 1.2404 | 1.1162 | 1.1721 | 1.0548 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 202 | 97 | 105 | 202 | 97 | 105 |
Losing Trades | 211 | 110 | 101 | 211 | 110 | 101 |
Profitability (%) | 48.9104 | 46.8599 | 50.9709 | 48.9104 | 46.8599 | 50.9709 |
Ratio Avg Win / Avg Loss | 2.3582 | 3.6309 | 1.1931 | 1.1659 | 1.3292 | 1.0146 |
Largest Winning Trade | 521450 | 521450 | 59056 | 13361857 | 13361857 | 6605685 |
Largest Losing Trade | -25748 | -25748 | -21378 | -2390599 | -2138846 | -2390599 |
Avg Bars in Trades | 53 | 42 | 64 | 53 | 42 | 64 |
Avg Bars in Winners | 76 | 54 | 97 | 76 | 54 | 97 |
Avg Bars in Losers | 31 | 32 | 29 | 31 | 32 | 29 |
Bars Traded | 22133 | 8875 | 13257 | 22133 | 8875 | 13257 |
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 | 576533 | 523475 | -267993 | -82500 | -23542 | -152446 |
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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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