Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908371.743 | 739744.3468 | 168627.3963 | 11868114.2632 | 6924671.8348 | 4943442.4284 |
Total P&L (%) | 908.3717 | 739.7443 | 168.6274 | 11868.1143 | 6924.6718 | 4943.4424 |
Avg Daily Profit (%) | 0.436 | 0.3551 | 0.0809 | 0.2299 | 0.2043 | 0.1884 |
Buy And Hold Return (%) | 285.962 | 285.962 | 285.962 | 285.962 | 285.962 | 285.962 |
Max Trade Drawdown | -81633 | -66036 | -66797 | -18157697 | -12386650 | -10151760 |
Profit Factor | 2.2673 | 2.9751 | 1.4927 | 1.1606 | 1.183 | 1.137 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 47.8022 | 43.956 | 51.6484 | 47.8022 | 43.956 | 51.6484 |
Ratio Avg Win / Avg Loss | 2.4758 | 3.7932 | 1.3975 | 1.2673 | 1.5084 | 1.0644 |
Largest Winning Trade | 271145 | 271145 | 53580 | 15102736 | 15102736 | 5792059 |
Largest Losing Trade | -42846 | -22307 | -42846 | -6457180 | -3815078 | -6457180 |
Avg Bars in Trades | 134 | 124 | 145 | 134 | 124 | 145 |
Avg Bars in Winners | 203 | 196 | 209 | 203 | 196 | 209 |
Avg Bars in Losers | 71 | 67 | 76 | 71 | 67 | 76 |
Bars Traded | 24503 | 11307 | 13196 | 24503 | 11307 | 13196 |
Profit Streak | 0 | 0 | 22.3692 | 0 | 0 | 22.3692 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414552 | 320590 | -248950 | -35529 | -12680 | -61447 |
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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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