Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969450.523 | 824542.1555 | 144908.3675 | 15679514.8204 | 10481694.9224 | 5197819.898 |
Total P&L (%) | 969.4505 | 824.5422 | 144.9084 | 15679.5148 | 10481.6949 | 5197.8199 |
Avg Daily Profit (%) | 0.5316 | 0.4521 | 0.0795 | 0.2779 | 0.2559 | 0.2179 |
Buy And Hold Return (%) | 774.2288 | 774.2288 | 774.2288 | 774.2288 | 774.2288 | 774.2288 |
Max Trade Drawdown | -95476 | -75479 | -85173 | -15278308 | -14646923 | -7929941 |
Profit Factor | 1.6643 | 2.1404 | 1.1968 | 1.1999 | 1.2529 | 1.1406 |
Total Trades | 531 | 265 | 266 | 531 | 265 | 266 |
Winning Trades | 230 | 111 | 119 | 230 | 111 | 119 |
Losing Trades | 301 | 154 | 147 | 301 | 154 | 147 |
Profitability (%) | 43.3145 | 41.8868 | 44.7368 | 43.3145 | 41.8868 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.178 | 2.9695 | 1.4784 | 1.5704 | 1.7382 | 1.409 |
Largest Winning Trade | 201091 | 201091 | 60901 | 5447746 | 5447746 | 5425522 |
Largest Losing Trade | -31535 | -20376 | -31535 | -5235927 | -3942103 | -5235927 |
Avg Bars in Trades | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 5396 | 2621 | 2774 | 5396 | 2621 | 2774 |
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 | -72854 | -133342 | -257638 | 348147 | 265547 | -58811 |
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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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