Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2425389.8301 | 2249335.237 | 176054.5931 | 8910080.6964 | 4467759.4457 | 4442321.2508 |
Total P&L (%) | 2425.3898 | 2249.3352 | 176.0546 | 8910.0807 | 4467.7594 | 4442.3213 |
Avg Daily Profit (%) | 1.0891 | 1.01 | 0.0791 | 0.2023 | 0.1718 | 0.1715 |
Buy And Hold Return (%) | 710.6509 | 710.6509 | 710.6509 | 710.6509 | 710.6509 | 710.6509 |
Max Trade Drawdown | -150054 | -78725 | -83356 | -8188773 | -4726145 | -5915327 |
Profit Factor | 3.5998 | 6.4348 | 1.3392 | 1.2163 | 1.2222 | 1.2107 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 53.0055 | 50.5495 | 55.4348 | 53.0055 | 50.5495 | 55.4348 |
Ratio Avg Win / Avg Loss | 3.1916 | 6.2949 | 1.0766 | 1.0784 | 1.1956 | 0.9733 |
Largest Winning Trade | 2041041 | 2041041 | 46006 | 3466642 | 3466642 | 2465968 |
Largest Losing Trade | -53399 | -27075 | -53399 | -5068813 | -1941253 | -5068813 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 26 | 29 | 23 | 26 | 29 | 23 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 4328 | 2311 | 2017 | 4328 | 2311 | 2017 |
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 | 686401 | 682207 | -252180 | 333209 | 250822 | 210252 |
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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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