Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1482076.7002 | 1374470.8268 | 107605.8734 | 7109956.7454 | 2671069.8541 | 4438886.8913 |
Total P&L (%) | 1482.0767 | 1374.4708 | 107.6059 | 7109.9567 | 2671.0699 | 4438.8869 |
Avg Daily Profit (%) | 0.7891 | 0.7318 | 0.0573 | 0.228 | 0.177 | 0.2033 |
Buy And Hold Return (%) | 437.7966 | 437.7966 | 437.7966 | 437.7966 | 437.7966 | 437.7966 |
Max Trade Drawdown | -112938 | -98392 | -113786 | -7649370 | -8427252 | -3315354 |
Profit Factor | 2.2751 | 3.2182 | 1.1983 | 1.1332 | 1.0876 | 1.1941 |
Total Trades | 407 | 203 | 204 | 407 | 203 | 204 |
Winning Trades | 186 | 87 | 99 | 186 | 87 | 99 |
Losing Trades | 221 | 116 | 105 | 221 | 116 | 105 |
Profitability (%) | 45.7002 | 42.8571 | 48.5294 | 45.7002 | 42.8571 | 48.5294 |
Ratio Avg Win / Avg Loss | 2.7032 | 4.2909 | 1.2709 | 1.3465 | 1.4501 | 1.2664 |
Largest Winning Trade | 553664 | 553664 | 53559 | 9527135 | 9527135 | 4191879 |
Largest Losing Trade | -23937 | -23937 | -23339 | -1887462 | -1887462 | -1455799 |
Avg Bars in Trades | 54 | 51 | 58 | 54 | 51 | 58 |
Avg Bars in Winners | 76 | 64 | 86 | 76 | 64 | 86 |
Avg Bars in Losers | 36 | 41 | 31 | 36 | 41 | 31 |
Bars Traded | 22287 | 10424 | 11863 | 22287 | 10424 | 11863 |
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 | 543264 | 485158 | -284663 | -65240 | -119197 | 34238 |
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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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