Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1181619.729 | 1018696.2864 | 162923.4426 | 26127710.3406 | 20247151.9124 | 5880558.4282 |
Total P&L (%) | 1181.6197 | 1018.6963 | 162.9234 | 26127.7103 | 20247.1519 | 5880.5584 |
Avg Daily Profit (%) | 0.6435 | 0.5547 | 0.0887 | 0.3038 | 0.2899 | 0.223 |
Buy And Hold Return (%) | 755.6372 | 755.6372 | 755.6372 | 755.6372 | 755.6372 | 755.6372 |
Max Trade Drawdown | -109064 | -69791 | -96378 | -10235196 | -14887755 | -11884318 |
Profit Factor | 2.1639 | 2.933 | 1.3337 | 1.3173 | 1.4547 | 1.1555 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 115 | 50 | 65 | 115 | 50 | 65 |
Losing Trades | 165 | 90 | 75 | 165 | 90 | 75 |
Profitability (%) | 41.0714 | 35.7143 | 46.4286 | 41.0714 | 35.7143 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.1047 | 5.2794 | 1.5389 | 1.89 | 2.6184 | 1.3332 |
Largest Winning Trade | 287679 | 287679 | 38025 | 14173138 | 14173138 | 5737177 |
Largest Losing Trade | -29353 | -20579 | -29353 | -5029857 | -4207247 | -5029857 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 32 | 38 | 27 | 32 | 38 | 27 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 5261 | 2739 | 2522 | 5261 | 2739 | 2522 |
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 | 159027 | -46261 | -240181 | 305823 | 197470 | -42571 |
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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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