Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4919620.9363 | 5030610.0392 | -110989.1029 | 259272.359 | 242390.3629 | 16881.9961 |
Total P&L (%) | 4919.6209 | 5030.61 | -110.9891 | 259.2724 | 242.3904 | 16.882 |
Avg Daily Profit (%) | 2.5055 | 2.5621 | -0.0565 | 0.0652 | 0.0627 | 0.0079 |
Buy And Hold Return (%) | 1712.709 | 1712.709 | 1712.709 | 1712.709 | 1712.709 | 1712.709 |
Max Trade Drawdown | -297865 | -124012 | -174791 | -214121 | -140264 | -148757 |
Profit Factor | 7.5501 | 16.3803 | 0.7382 | 1.2421 | 1.5979 | 1.0254 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Profitability (%) | 33.7121 | 33.3333 | 34.0909 | 33.7121 | 33.3333 | 34.0909 |
Ratio Avg Win / Avg Loss | 14.8458 | 32.7606 | 1.4272 | 2.4424 | 3.1957 | 1.9824 |
Largest Winning Trade | 5091825 | 5091825 | 49792 | 172537 | 172537 | 129117 |
Largest Losing Trade | -31979 | -31612 | -31979 | -100109 | -35715 | -100109 |
Avg Bars in Trades | 28 | 36 | 20 | 28 | 36 | 20 |
Avg Bars in Winners | 57 | 82 | 33 | 57 | 82 | 33 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 7507 | 4835 | 2672 | 7507 | 4835 | 2672 |
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 | 549897 | 481368 | -585224 | -275544 | -278650 | -545607 |
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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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