Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1523406.7233 | 1427590.0308 | 95816.6926 | 10839310.9734 | 10689747.0944 | 149563.879 |
Total P&L (%) | 1523.4067 | 1427.59 | 95.8167 | 10839.311 | 10689.7471 | 149.5639 |
Avg Daily Profit (%) | 0.8264 | 0.7744 | 0.052 | 0.255 | 0.2543 | 0.0496 |
Buy And Hold Return (%) | 590.3506 | 590.3506 | 590.3506 | 590.3506 | 590.3506 | 590.3506 |
Max Trade Drawdown | -91191 | -65390 | -67994 | -18828547 | -13407437 | -12868838 |
Profit Factor | 3.11 | 5.1385 | 1.2541 | 1.1881 | 1.3687 | 1.0052 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Profitability (%) | 32.7485 | 31.3953 | 34.1176 | 32.7485 | 31.3953 | 34.1176 |
Ratio Avg Win / Avg Loss | 6.3867 | 11.2286 | 2.4218 | 2.4399 | 2.9909 | 1.9411 |
Largest Winning Trade | 827660 | 827660 | 77133 | 10866191 | 10866191 | 5175243 |
Largest Losing Trade | -28223 | -15007 | -28223 | -3412673 | -2769750 | -3412673 |
Avg Bars in Trades | 127 | 119 | 136 | 127 | 119 | 136 |
Avg Bars in Winners | 283 | 262 | 303 | 283 | 262 | 303 |
Avg Bars in Losers | 51 | 53 | 50 | 51 | 53 | 50 |
Bars Traded | 21869 | 10236 | 11632 | 21869 | 10236 | 11632 |
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 | 354026 | 330606 | -294872 | -9773 | 92058 | -512594 |
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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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