Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2647101.4412 | 2501821.6565 | 145279.7847 | 9103539.2348 | 6238936.8761 | 2864602.3587 |
Total P&L (%) | 2647.1014 | 2501.8217 | 145.2798 | 9103.5392 | 6238.9369 | 2864.6024 |
Avg Daily Profit (%) | 1.2709 | 1.2012 | 0.0698 | 0.2174 | 0.1994 | 0.1629 |
Buy And Hold Return (%) | 361.3571 | 361.3571 | 361.3571 | 361.3571 | 361.3571 | 361.3571 |
Max Trade Drawdown | -87632 | -71161 | -70560 | -13847522 | -12922894 | -8656335 |
Profit Factor | 4.0959 | 7.1274 | 1.3252 | 1.1181 | 1.1673 | 1.072 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 146 | 76 | 70 | 146 | 76 | 70 |
Profitability (%) | 35.6828 | 32.7434 | 38.5965 | 35.6828 | 32.7434 | 38.5965 |
Ratio Avg Win / Avg Loss | 7.3827 | 14.64 | 2.1083 | 2.0154 | 2.3976 | 1.7055 |
Largest Winning Trade | 2318173 | 2318173 | 53259 | 9152055 | 9152055 | 3824434 |
Largest Losing Trade | -20421 | -17363 | -20421 | -3748797 | -2845973 | -3748797 |
Avg Bars in Trades | 108 | 95 | 121 | 108 | 95 | 121 |
Avg Bars in Winners | 204 | 172 | 231 | 204 | 172 | 231 |
Avg Bars in Losers | 55 | 57 | 52 | 55 | 57 | 52 |
Bars Traded | 24634 | 10754 | 13880 | 24634 | 10754 | 13880 |
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 | 587766 | 540966 | -268919 | -85655 | -34348 | -137127 |
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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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