Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2446886.1726 | 2327489.6942 | 119396.4783 | 5480842.1024 | 1626542.0151 | 3854300.0873 |
Total P&L (%) | 2446.8862 | 2327.4897 | 119.3965 | 5480.8421 | 1626.542 | 3854.3001 |
Avg Daily Profit (%) | 1.1746 | 1.1172 | 0.0573 | 0.1932 | 0.1368 | 0.1767 |
Buy And Hold Return (%) | 348.9569 | 348.9569 | 348.9569 | 348.9569 | 348.9569 | 348.9569 |
Max Trade Drawdown | -71480 | -52061 | -124541 | -3450674 | -3624729 | -2503280 |
Profit Factor | 4.151 | 7.4655 | 1.2866 | 1.2479 | 1.1455 | 1.3527 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Profitability (%) | 39.8601 | 40.8451 | 38.8889 | 39.8601 | 40.8451 | 38.8889 |
Ratio Avg Win / Avg Loss | 6.2629 | 10.8122 | 2.0218 | 1.8828 | 1.659 | 2.1257 |
Largest Winning Trade | 2143535 | 2143535 | 47872 | 3021765 | 3021765 | 1796173 |
Largest Losing Trade | -32783 | -24885 | -32783 | -1507148 | -1263809 | -1507148 |
Avg Bars in Trades | 171 | 168 | 175 | 171 | 168 | 175 |
Avg Bars in Winners | 288 | 267 | 309 | 288 | 267 | 309 |
Avg Bars in Losers | 94 | 99 | 89 | 94 | 99 | 89 |
Bars Traded | 24551 | 11929 | 12622 | 24551 | 11929 | 12622 |
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 | 615551 | -68768 | -364832 | 190512 | -161461 | -74423 |
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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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