Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1491227.7289 | 1372331.1059 | 118896.623 | 9915043.8679 | 4162359.3313 | 5752684.5366 |
Total P&L (%) | 1491.2277 | 1372.3311 | 118.8966 | 9915.0439 | 4162.3593 | 5752.6845 |
Avg Daily Profit (%) | 0.7161 | 0.659 | 0.0571 | 0.2215 | 0.1804 | 0.1956 |
Buy And Hold Return (%) | 456.742 | 456.742 | 456.742 | 456.742 | 456.742 | 456.742 |
Max Trade Drawdown | -119653 | -75190 | -136230 | -13909140 | -14170700 | -4965122 |
Profit Factor | 2.5151 | 4.1986 | 1.2141 | 1.1649 | 1.1376 | 1.1925 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Profitability (%) | 38.1148 | 38.5246 | 37.7049 | 38.1148 | 38.5246 | 37.7049 |
Ratio Avg Win / Avg Loss | 4.0836 | 6.6999 | 2.006 | 1.8913 | 1.8153 | 1.9701 |
Largest Winning Trade | 1012728 | 1012728 | 53434 | 9275749 | 9275749 | 4449320 |
Largest Losing Trade | -24046 | -17143 | -24046 | -3472589 | -3472589 | -3331600 |
Avg Bars in Trades | 101 | 97 | 105 | 101 | 97 | 105 |
Avg Bars in Winners | 177 | 166 | 189 | 177 | 166 | 189 |
Avg Bars in Losers | 54 | 54 | 55 | 54 | 54 | 55 |
Bars Traded | 24804 | 11892 | 12912 | 24804 | 11892 | 12912 |
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 | 396788 | 409250 | -286801 | -33184 | -64867 | -4731 |
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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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