Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1865916.6538 | 1808989.2953 | 56927.3585 | 2015641.5429 | 936178.2844 | 1079463.2585 |
Total P&L (%) | 1865.9167 | 1808.9893 | 56.9274 | 2015.6415 | 936.1783 | 1079.4633 |
Avg Daily Profit (%) | 0.9961 | 0.9657 | 0.0304 | 0.1631 | 0.1249 | 0.1318 |
Buy And Hold Return (%) | 406.783 | 406.783 | 406.783 | 406.783 | 406.783 | 406.783 |
Max Trade Drawdown | -151207 | -161536 | -89118 | -2846164 | -3130379 | -1164772 |
Profit Factor | 3.7158 | 5.1521 | 1.2265 | 1.2097 | 1.1443 | 1.3453 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 35.7143 | 30.6122 | 40.8163 | 35.7143 | 30.6122 | 40.8163 |
Ratio Avg Win / Avg Loss | 6.6885 | 11.6782 | 1.7784 | 2.1775 | 2.5939 | 1.9507 |
Largest Winning Trade | 1261564 | 1261564 | 53942 | 2834383 | 2834383 | 897553 |
Largest Losing Trade | -36960 | -36960 | -28598 | -797855 | -797855 | -765954 |
Avg Bars in Trades | 225 | 220 | 230 | 225 | 220 | 230 |
Avg Bars in Winners | 368 | 396 | 346 | 368 | 396 | 346 |
Avg Bars in Losers | 146 | 142 | 150 | 146 | 142 | 150 |
Bars Traded | 22087 | 10789 | 11298 | 22087 | 10789 | 11298 |
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 | 475001 | 430130 | -320792 | 61107 | -98812 | -22047 |
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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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