Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2479585.5814 | 2381094.6532 | 98490.9283 | 4197538.5688 | 1564155.5822 | 2633382.9866 |
Total P&L (%) | 2479.5856 | 2381.0947 | 98.4909 | 4197.5386 | 1564.1556 | 2633.383 |
Avg Daily Profit (%) | 1.1902 | 1.1429 | 0.0473 | 0.1807 | 0.1351 | 0.1589 |
Buy And Hold Return (%) | 100.9296 | 100.9296 | 100.9296 | 100.9296 | 100.9296 | 100.9296 |
Max Trade Drawdown | -90733 | -63795 | -90650 | -4273910 | -2541693 | -4119194 |
Profit Factor | 4.2885 | 7.8557 | 1.2422 | 1.1696 | 1.1281 | 1.21 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 37.4046 | 36.9231 | 37.8788 | 37.4046 | 36.9231 | 37.8788 |
Ratio Avg Win / Avg Loss | 7.1768 | 13.4201 | 2.0372 | 1.9573 | 1.9272 | 1.9843 |
Largest Winning Trade | 2211804 | 2211804 | 50442 | 2266060 | 2266060 | 2005170 |
Largest Losing Trade | -35059 | -35059 | -30362 | -1569728 | -1569728 | -1334344 |
Avg Bars in Trades | 187 | 180 | 194 | 187 | 180 | 194 |
Avg Bars in Winners | 326 | 308 | 343 | 326 | 308 | 343 |
Avg Bars in Losers | 104 | 105 | 103 | 104 | 105 | 103 |
Bars Traded | 24544 | 11720 | 12824 | 24544 | 11720 | 12824 |
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 | 584167 | -115051 | -423879 | -29528 | -227806 | -120840 |
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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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