Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126924.7882 | 1015766.8631 | 111157.9252 | 3117348.5735 | 2869018.6802 | 248329.8933 |
Total P&L (%) | 1126.9248 | 1015.7669 | 111.1579 | 3117.3486 | 2869.0187 | 248.3299 |
Avg Daily Profit (%) | 0.5411 | 0.4878 | 0.0534 | 0.1668 | 0.163 | 0.0599 |
Buy And Hold Return (%) | 100.6303 | 100.6303 | 100.6303 | 100.6303 | 100.6303 | 100.6303 |
Max Trade Drawdown | -184891 | -139501 | -163304 | -22412781 | -17397955 | -7812410 |
Profit Factor | 1.8794 | 2.5918 | 1.1728 | 1.0552 | 1.0939 | 1.0096 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 177 | 91 | 86 | 177 | 91 | 86 |
Profitability (%) | 31.9231 | 30 | 33.8462 | 31.9231 | 30 | 33.8462 |
Ratio Avg Win / Avg Loss | 4.0078 | 6.0476 | 2.2922 | 2.2502 | 2.5525 | 1.9733 |
Largest Winning Trade | 491558 | 491558 | 56910 | 14598921 | 14598921 | 3121498 |
Largest Losing Trade | -33228 | -24267 | -33228 | -2792301 | -2792301 | -2683396 |
Avg Bars in Trades | 95 | 89 | 101 | 95 | 89 | 101 |
Avg Bars in Winners | 202 | 200 | 204 | 202 | 200 | 204 |
Avg Bars in Losers | 45 | 41 | 49 | 45 | 41 | 49 |
Bars Traded | 24822 | 11617 | 13205 | 24822 | 11617 | 13205 |
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 | 318642 | 268291 | -290735 | -156617 | -116350 | -332026 |
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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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