Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3039779.2131 | 2907961.7553 | 131817.4579 | 11063507.6234 | 452115.1495 | 10611392.4739 |
Total P&L (%) | 3039.7792 | 2907.9618 | 131.8175 | 11063.5076 | 452.1152 | 10611.3925 |
Avg Daily Profit (%) | 1.3653 | 1.3061 | 0.0592 | 0.212 | 0.0768 | 0.2101 |
Buy And Hold Return (%) | 502.4554 | 502.4554 | 502.4554 | 502.4554 | 502.4554 | 502.4554 |
Max Trade Drawdown | -111470 | -95926 | -78968 | -28732557 | -27161148 | -11444540 |
Profit Factor | 3.3718 | 5.1337 | 1.228 | 1.0515 | 1.0036 | 1.1204 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 166 | 74 | 92 | 166 | 74 | 92 |
Losing Trades | 240 | 129 | 111 | 240 | 129 | 111 |
Profitability (%) | 40.8867 | 36.4532 | 45.3202 | 40.8867 | 36.4532 | 45.3202 |
Ratio Avg Win / Avg Loss | 4.8749 | 8.9493 | 1.4816 | 1.5202 | 1.7495 | 1.3518 |
Largest Winning Trade | 2575675 | 2575675 | 42453 | 15634078 | 15634078 | 5260685 |
Largest Losing Trade | -21838 | -21838 | -21012 | -7874902 | -7874902 | -4370898 |
Avg Bars in Trades | 10 | 14 | 7 | 10 | 14 | 7 |
Avg Bars in Winners | 15 | 23 | 8 | 15 | 23 | 8 |
Avg Bars in Losers | 7 | 9 | 6 | 7 | 9 | 6 |
Bars Traded | 4422 | 2945 | 1477 | 4422 | 2945 | 1477 |
Profit Streak | 11.6409 | 16.6409 | 11.6409 | 11.6409 | 16.6409 | 11.6409 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 714440 | 621906 | -280407 | -154275 | -475136 | -80329 |
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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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