Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2508375.9457 | 2387819.665 | 120556.2807 | 5409272.7192 | 3784777.0295 | 1624495.6897 |
Total P&L (%) | 2508.3759 | 2387.8197 | 120.5563 | 5409.2727 | 3784.777 | 1624.4957 |
Avg Daily Profit (%) | 1.2044 | 1.1465 | 0.0579 | 0.1927 | 0.1759 | 0.1368 |
Buy And Hold Return (%) | 355.6065 | 355.6065 | 355.6065 | 355.6065 | 355.6065 | 355.6065 |
Max Trade Drawdown | -118047 | -76473 | -75987 | -10717971 | -7198057 | -6984068 |
Profit Factor | 3.98 | 7.0267 | 1.2706 | 1.1044 | 1.1496 | 1.0612 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Profitability (%) | 37.2973 | 38.0435 | 36.5591 | 37.2973 | 38.0435 | 36.5591 |
Ratio Avg Win / Avg Loss | 6.691 | 11.4435 | 2.2048 | 1.8566 | 1.8722 | 1.8416 |
Largest Winning Trade | 2226120 | 2226120 | 45829 | 4184857 | 4184857 | 2823737 |
Largest Losing Trade | -33002 | -25360 | -33002 | -2786236 | -2565201 | -2786236 |
Avg Bars in Trades | 132 | 127 | 138 | 132 | 127 | 138 |
Avg Bars in Winners | 225 | 209 | 241 | 225 | 209 | 241 |
Avg Bars in Losers | 77 | 76 | 78 | 77 | 76 | 78 |
Bars Traded | 24561 | 11695 | 12866 | 24561 | 11695 | 12866 |
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 | 597337 | 606479 | -285924 | -100590 | -51971 | -169266 |
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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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