Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1716856.1914 | 1555381.5487 | 161474.6427 | 3639614.0548 | -987499.3236 | 4627113.3784 |
Total P&L (%) | 1716.8562 | 1555.3815 | 161.4746 | 3639.6141 | -987.4993 | 4627.1134 |
Avg Daily Profit (%) | 0.9233 | 0.8365 | 0.0868 | 0.195 | 0 | 0.2076 |
Buy And Hold Return (%) | 25.4011 | 25.4011 | 25.4011 | 25.4011 | 25.4011 | 25.4011 |
Max Trade Drawdown | -98402 | -98333 | -74189 | -9538003 | -9453904 | -2426823 |
Profit Factor | 2.6134 | 3.9323 | 1.3026 | 1.0711 | 0.9633 | 1.1906 |
Total Trades | 584 | 292 | 292 | 584 | 292 | 292 |
Winning Trades | 186 | 80 | 106 | 186 | 80 | 106 |
Losing Trades | 398 | 212 | 186 | 398 | 212 | 186 |
Profitability (%) | 31.8493 | 27.3973 | 36.3014 | 31.8493 | 27.3973 | 36.3014 |
Ratio Avg Win / Avg Loss | 5.5921 | 10.4207 | 2.2856 | 2.2918 | 2.5529 | 2.0891 |
Largest Winning Trade | 1468049 | 1468049 | 36942 | 4788018 | 4788018 | 2024283 |
Largest Losing Trade | -16768 | -16768 | -13656 | -926607 | -926607 | -840054 |
Avg Bars in Trades | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Winners | 83 | 102 | 69 | 83 | 102 | 69 |
Avg Bars in Losers | 15 | 14 | 17 | 15 | 14 | 17 |
Bars Traded | 21905 | 11344 | 10561 | 21905 | 11344 | 10561 |
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 | 512984 | 69557 | -80595 | -137265 | -596277 | -6032 |
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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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