Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1320116.9592 | 1178051.2911 | 142065.6681 | 8413595.9752 | 2177868.9104 | 6235727.0648 |
Total P&L (%) | 1320.117 | 1178.0513 | 142.0657 | 8413.596 | 2177.8689 | 6235.7271 |
Avg Daily Profit (%) | 0.6337 | 0.5655 | 0.0682 | 0.2136 | 0.1502 | 0.1993 |
Buy And Hold Return (%) | 296.6196 | 296.6196 | 296.6196 | 296.6196 | 296.6196 | 296.6196 |
Max Trade Drawdown | -129778 | -99597 | -76397 | -26474037 | -23005767 | -8969497 |
Profit Factor | 2.4348 | 3.7878 | 1.2855 | 1.1011 | 1.0484 | 1.1631 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Profitability (%) | 41.1215 | 38.3178 | 43.9252 | 41.1215 | 38.3178 | 43.9252 |
Ratio Avg Win / Avg Loss | 3.4861 | 6.0975 | 1.6411 | 1.5765 | 1.6876 | 1.4848 |
Largest Winning Trade | 836792 | 836792 | 54627 | 12871619 | 12871619 | 5072630 |
Largest Losing Trade | -23298 | -23298 | -20434 | -4191096 | -4191096 | -2726748 |
Avg Bars in Trades | 115 | 108 | 122 | 115 | 108 | 122 |
Avg Bars in Winners | 187 | 175 | 197 | 187 | 175 | 197 |
Avg Bars in Losers | 64 | 66 | 63 | 64 | 66 | 63 |
Bars Traded | 24674 | 11588 | 13086 | 24674 | 11588 | 13086 |
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 | 440254 | 396278 | -269183 | -102429 | -163408 | -35701 |
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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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