Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1529441.811 | 1373402.055 | 156039.756 | 20838387.9922 | 10900792.7176 | 9937595.2746 |
Total P&L (%) | 1529.4418 | 1373.4021 | 156.0398 | 20838.388 | 10900.7927 | 9937.5953 |
Avg Daily Profit (%) | 0.689 | 0.6187 | 0.0703 | 0.2411 | 0.212 | 0.2079 |
Buy And Hold Return (%) | 534.8619 | 534.8619 | 534.8619 | 534.8619 | 534.8619 | 534.8619 |
Max Trade Drawdown | -98185 | -75332 | -115371 | -27874314 | -28619180 | -14155641 |
Profit Factor | 2.3681 | 3.5771 | 1.2668 | 1.1168 | 1.1226 | 1.1109 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 190 | 96 | 94 | 190 | 96 | 94 |
Profitability (%) | 36.0269 | 35.1351 | 36.9128 | 36.0269 | 35.1351 | 36.9128 |
Ratio Avg Win / Avg Loss | 4.2051 | 6.6038 | 2.165 | 1.983 | 2.0725 | 1.8987 |
Largest Winning Trade | 855478 | 855478 | 54010 | 15464569 | 15464569 | 8933856 |
Largest Losing Trade | -24093 | -14335 | -24093 | -4705140 | -4705140 | -4572653 |
Avg Bars in Trades | 22 | 21 | 22 | 22 | 21 | 22 |
Avg Bars in Winners | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 6605 | 3210 | 3395 | 6605 | 3210 | 3395 |
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 | 356017 | 331473 | -268831 | -86199 | -82065 | -94248 |
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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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