Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1539720.4336 | 1384295.0469 | 155425.3867 | 28054172.3901 | 21477021.9697 | 6577150.4203 |
Total P&L (%) | 1539.7204 | 1384.295 | 155.4254 | 28054.1724 | 21477.022 | 6577.1504 |
Avg Daily Profit (%) | 0.8474 | 0.7619 | 0.0855 | 0.3109 | 0.2962 | 0.2315 |
Buy And Hold Return (%) | 587.4504 | 587.4504 | 587.4504 | 587.4504 | 587.4504 | 587.4504 |
Max Trade Drawdown | -85655 | -71728 | -72082 | -41239344 | -31857544 | -16167684 |
Profit Factor | 2.8417 | 4.5555 | 1.348 | 1.1865 | 1.3012 | 1.0832 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Losing Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Profitability (%) | 44.0329 | 43.8017 | 44.2623 | 44.0329 | 43.8017 | 44.2623 |
Ratio Avg Win / Avg Loss | 3.6119 | 5.8448 | 1.6974 | 1.5081 | 1.6695 | 1.364 |
Largest Winning Trade | 747909 | 747909 | 78210 | 23189840 | 23189840 | 11287938 |
Largest Losing Trade | -36531 | -20724 | -36531 | -11500394 | -7596027 | -11500394 |
Avg Bars in Trades | 22 | 23 | 20 | 22 | 23 | 20 |
Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5348 | 2886 | 2462 | 5348 | 2886 | 2462 |
Profit Streak | 0 | 18.0745 | 0 | 0 | 18.0745 | 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 | 518847 | 503830 | -245226 | -6015 | 297412 | -122938 |
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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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