Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1864668.7736 | 1776061.0522 | 88607.7214 | 2744491.0626 | -4364571.9895 | 7109063.0521 |
Total P&L (%) | 1864.6688 | 1776.0611 | 88.6077 | 2744.4911 | -4364.572 | 7109.0631 |
Avg Daily Profit (%) | 1.0392 | 0.9898 | 0.0494 | 0.1868 | 0 | 0.2387 |
Buy And Hold Return (%) | 273.2623 | 273.2623 | 273.2623 | 273.2623 | 273.2623 | 273.2623 |
Max Trade Drawdown | -138512 | -158433 | -105667 | -12101543 | -15525301 | -4885631 |
Profit Factor | 2.9807 | 4.7637 | 1.1887 | 1.048 | 0.8635 | 1.2825 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 104 | 48 | 56 | 104 | 48 | 56 |
Losing Trades | 138 | 73 | 65 | 138 | 73 | 65 |
Profitability (%) | 42.9752 | 39.6694 | 46.281 | 42.9752 | 39.6694 | 46.281 |
Ratio Avg Win / Avg Loss | 3.9552 | 7.2448 | 1.3798 | 1.3906 | 1.3133 | 1.4886 |
Largest Winning Trade | 1423398 | 1423398 | 56224 | 5665267 | 5665267 | 3504500 |
Largest Losing Trade | -25719 | -18786 | -25719 | -1987978 | -1987978 | -1942287 |
Avg Bars in Trades | 42 | 37 | 48 | 42 | 37 | 48 |
Avg Bars in Winners | 67 | 59 | 74 | 67 | 59 | 74 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 10396 | 4498 | 5898 | 10396 | 4498 | 5898 |
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 | 629398 | 589264 | -307357 | -161244 | -583361 | 239989 |
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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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