Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1545730.2566 | 1346467.7768 | 199262.4798 | 39306705.952 | 1342654.8738 | 37964051.0782 |
Total P&L (%) | 1545.7303 | 1346.4678 | 199.2625 | 39306.706 | 1342.6549 | 37964.0511 |
Avg Daily Profit (%) | 0.6989 | 0.6088 | 0.0901 | 0.2706 | 0.1208 | 0.269 |
Buy And Hold Return (%) | 512.9133 | 512.9133 | 512.9133 | 512.9133 | 512.9133 | 512.9133 |
Max Trade Drawdown | -87363 | -74111 | -108556 | -62736186 | -56343642 | -23048798 |
Profit Factor | 2.2965 | 3.3623 | 1.3202 | 1.1628 | 1.0101 | 1.3519 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 220 | 111 | 109 | 220 | 111 | 109 |
Profitability (%) | 37.3219 | 36.9318 | 37.7143 | 37.3219 | 36.9318 | 37.7143 |
Ratio Avg Win / Avg Loss | 3.8567 | 5.7417 | 2.1804 | 1.9528 | 1.7249 | 2.2327 |
Largest Winning Trade | 855478 | 855478 | 51504 | 31204757 | 31204757 | 12554542 |
Largest Losing Trade | -36695 | -11989 | -36695 | -8879725 | -8879725 | -6647136 |
Avg Bars in Trades | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Winners | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 6594 | 3558 | 3037 | 6594 | 3558 | 3037 |
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 | 387279 | 362826 | -241276 | -34480 | -247627 | 216031 |
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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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