Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2638183.9906 | 2523624.2735 | 114559.717 | 6043614.9882 | -3883583.5153 | 9927198.5035 |
Total P&L (%) | 2638.184 | 2523.6243 | 114.5597 | 6043.615 | -3883.5835 | 9927.1985 |
Avg Daily Profit (%) | 1.4734 | 1.4094 | 0.064 | 0.2302 | 0 | 0.2577 |
Buy And Hold Return (%) | 309.7665 | 309.7665 | 309.7665 | 309.7665 | 309.7665 | 309.7665 |
Max Trade Drawdown | -106094 | -111354 | -95176 | -9187725 | -9701623 | -3707332 |
Profit Factor | 3.8516 | 6.3335 | 1.2534 | 1.1257 | 0.8574 | 1.4763 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 256 | 130 | 126 | 256 | 130 | 126 |
Profitability (%) | 31.5508 | 30.4813 | 32.6203 | 31.5508 | 30.4813 | 32.6203 |
Ratio Avg Win / Avg Loss | 8.3559 | 14.4448 | 2.5891 | 2.4422 | 1.9555 | 3.0495 |
Largest Winning Trade | 1793367 | 1793367 | 53583 | 3451701 | 3451701 | 2622290 |
Largest Losing Trade | -23281 | -23281 | -21080 | -1954522 | -1954522 | -1238037 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 129 | 117 | 141 | 129 | 117 | 141 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 21027 | 9960 | 11067 | 21027 | 9960 | 11067 |
Profit Streak | 0 | 0 | 23.9544 | 0 | 0 | 23.9544 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557415 | 542025 | -277672 | -78068 | -585167 | 197974 |
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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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