Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1243689.6277 | 1083643.8968 | 160045.7309 | 6896619.5364 | -285654.7417 | 7182274.2781 |
Total P&L (%) | 1243.6896 | 1083.6439 | 160.0457 | 6896.6195 | -285.6547 | 7182.2743 |
Avg Daily Profit (%) | 0.597 | 0.5202 | 0.0768 | 0.2041 | 0 | 0.206 |
Buy And Hold Return (%) | 95.6947 | 95.6947 | 95.6947 | 95.6947 | 95.6947 | 95.6947 |
Max Trade Drawdown | -128087 | -103015 | -214459 | -16077183 | -15111415 | -6497780 |
Profit Factor | 1.7582 | 2.3051 | 1.1976 | 1.1099 | 0.992 | 1.2654 |
Total Trades | 493 | 246 | 247 | 493 | 246 | 247 |
Winning Trades | 148 | 64 | 84 | 148 | 64 | 84 |
Losing Trades | 345 | 182 | 163 | 345 | 182 | 163 |
Profitability (%) | 30.0203 | 26.0163 | 34.0081 | 30.0203 | 26.0163 | 34.0081 |
Ratio Avg Win / Avg Loss | 4.0986 | 6.5551 | 2.3239 | 2.5872 | 2.821 | 2.4554 |
Largest Winning Trade | 556547 | 556547 | 54957 | 10039871 | 10039871 | 3444022 |
Largest Losing Trade | -20794 | -20794 | -19780 | -3521506 | -3521506 | -1494114 |
Avg Bars in Trades | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Winners | 115 | 121 | 110 | 115 | 121 | 110 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 24866 | 12065 | 12801 | 24866 | 12065 | 12801 |
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 | 344545 | -9441 | -106987 | -95665 | -602604 | 129258 |
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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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