Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1192028.7055 | 988663.9754 | 203364.7301 | 40869602.987 | 10242178.8965 | 30627424.0905 |
Total P&L (%) | 1192.0287 | 988.664 | 203.3647 | 40869.603 | 10242.1789 | 30627.4241 |
Avg Daily Profit (%) | 0.6366 | 0.528 | 0.1086 | 0.3218 | 0.2481 | 0.3064 |
Buy And Hold Return (%) | 380.4457 | 380.4457 | 380.4457 | 380.4457 | 380.4457 | 380.4457 |
Max Trade Drawdown | -130109 | -96125 | -116503 | -35731902 | -29224314 | -26406061 |
Profit Factor | 1.8077 | 2.4551 | 1.2553 | 1.1481 | 1.0764 | 1.2158 |
Total Trades | 604 | 302 | 302 | 604 | 302 | 302 |
Winning Trades | 304 | 144 | 160 | 304 | 144 | 160 |
Losing Trades | 300 | 158 | 142 | 300 | 158 | 142 |
Profitability (%) | 50.3311 | 47.6821 | 52.9801 | 50.3311 | 47.6821 | 52.9801 |
Ratio Avg Win / Avg Loss | 1.7839 | 2.6938 | 1.1141 | 1.133 | 1.1811 | 1.079 |
Largest Winning Trade | 223644 | 223644 | 47886 | 32354468 | 32354468 | 10679789 |
Largest Losing Trade | -35099 | -18946 | -35099 | -18672754 | -7441606 | -18672754 |
Avg Bars in Trades | 36 | 33 | 40 | 36 | 33 | 40 |
Avg Bars in Winners | 47 | 42 | 51 | 47 | 42 | 51 |
Avg Bars in Losers | 26 | 24 | 27 | 26 | 24 | 27 |
Bars Traded | 22143 | 9971 | 12172 | 22143 | 9971 | 12172 |
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 | 554563 | 438280 | -212548 | -45325 | -127886 | 357349 |
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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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