Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3350179.9579 | 3185734.5199 | 164445.4381 | 182233068.4288 | 173820691.0397 | 8412377.3891 |
Total P&L (%) | 3350.18 | 3185.7345 | 164.4454 | 182233.0684 | 173820.691 | 8412.3774 |
Avg Daily Profit (%) | 1.6396 | 1.5592 | 0.0805 | 0.3682 | 0.3658 | 0.2177 |
Buy And Hold Return (%) | 3238.4248 | 3238.4248 | 3238.4248 | 3238.4248 | 3238.4248 | 3238.4248 |
Max Trade Drawdown | -111034 | -90212 | -106155 | -32846573 | -37730587 | -44890612 |
Profit Factor | 4.2677 | 8.9066 | 1.2642 | 1.7147 | 2.8524 | 1.0522 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 134 | 58 | 76 | 134 | 58 | 76 |
Losing Trades | 201 | 110 | 91 | 201 | 110 | 91 |
Profitability (%) | 40 | 34.5238 | 45.509 | 40 | 34.5238 | 45.509 |
Ratio Avg Win / Avg Loss | 6.4015 | 16.8918 | 1.5138 | 2.5721 | 5.4097 | 1.2599 |
Largest Winning Trade | 1907622 | 1907622 | 57179 | 62358507 | 62358507 | 26903501 |
Largest Losing Trade | -26811 | -15352 | -26811 | -13417915 | -11732605 | -13417915 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 42 | 51 | 35 | 42 | 51 | 35 |
Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
Bars Traded | 7920 | 4176 | 3744 | 7920 | 4176 | 3744 |
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 | -135748 | -148840 | -251447 | 391145 | 341422 | -159528 |
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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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