Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218502.271 | 1026697.7628 | 191804.5083 | 35034550.0046 | 17622911.4744 | 17411638.5302 |
Total P&L (%) | 1218.5023 | 1026.6978 | 191.8045 | 35034.55 | 17622.9115 | 17411.6385 |
Avg Daily Profit (%) | 0.6666 | 0.5617 | 0.1049 | 0.3212 | 0.2836 | 0.283 |
Buy And Hold Return (%) | 768.2774 | 768.2774 | 768.2774 | 768.2774 | 768.2774 | 768.2774 |
Max Trade Drawdown | -89140 | -99722 | -42842 | -45621564 | -46297743 | -18113368 |
Profit Factor | 2.3594 | 3.0528 | 1.4841 | 1.1986 | 1.1685 | 1.2425 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 102 | 41 | 61 | 102 | 41 | 61 |
Losing Trades | 119 | 69 | 50 | 119 | 69 | 50 |
Profitability (%) | 46.1538 | 37.2727 | 54.955 | 46.1538 | 37.2727 | 54.955 |
Ratio Avg Win / Avg Loss | 2.7527 | 5.1376 | 1.2165 | 1.3984 | 1.9665 | 1.0185 |
Largest Winning Trade | 295117 | 295117 | 45148 | 38722887 | 38722887 | 10789077 |
Largest Losing Trade | -41494 | -41494 | -20354 | -14689839 | -8948283 | -14689839 |
Avg Bars in Trades | 16 | 23 | 9 | 16 | 23 | 9 |
Avg Bars in Winners | 21 | 37 | 11 | 21 | 37 | 11 |
Avg Bars in Losers | 11 | 14 | 6 | 11 | 14 | 6 |
Bars Traded | 3558 | 2537 | 1021 | 3558 | 2537 | 1021 |
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 | 245138 | -49103 | -216812 | 251760 | -30235 | 329070 |
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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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