Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2561964.3692 | 2458889.8953 | 103074.4739 | 4001771.9607 | 2675168.6614 | 1326603.2993 |
Total P&L (%) | 2561.9644 | 2458.8899 | 103.0745 | 4001.772 | 2675.1687 | 1326.6033 |
Avg Daily Profit (%) | 1.2301 | 1.1806 | 0.0495 | 0.1785 | 0.1597 | 0.1277 |
Buy And Hold Return (%) | 394.1684 | 394.1684 | 394.1684 | 394.1684 | 394.1684 | 394.1684 |
Max Trade Drawdown | -129251 | -77662 | -121469 | -3042674 | -3017557 | -2867012 |
Profit Factor | 4.2589 | 7.4611 | 1.2541 | 1.2045 | 1.2713 | 1.1366 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 38.6364 | 39.3939 | 37.8788 | 38.6364 | 39.3939 | 37.8788 |
Ratio Avg Win / Avg Loss | 6.7641 | 11.4787 | 2.0568 | 1.913 | 1.9559 | 1.864 |
Largest Winning Trade | 2277158 | 2277158 | 55472 | 3283170 | 3283170 | 972316 |
Largest Losing Trade | -43699 | -25569 | -43699 | -1045791 | -890430 | -1045791 |
Avg Bars in Trades | 185 | 188 | 181 | 185 | 188 | 181 |
Avg Bars in Winners | 323 | 325 | 321 | 323 | 325 | 321 |
Avg Bars in Losers | 97 | 100 | 95 | 97 | 100 | 95 |
Bars Traded | 24421 | 12454 | 11967 | 24421 | 12454 | 11967 |
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 | 589962 | -107065 | -420851 | 158241 | -120011 | -223255 |
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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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