Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1092882.6921 | 976176.5719 | 116706.1202 | 12213748.4798 | 5734547.8366 | 6479200.6431 |
Total P&L (%) | 1092.8827 | 976.1766 | 116.7061 | 12213.7485 | 5734.5478 | 6479.2006 |
Avg Daily Profit (%) | 0.4628 | 0.4134 | 0.0494 | 0.204 | 0.1724 | 0.1775 |
Buy And Hold Return (%) | 520.3629 | 520.3629 | 520.3629 | 520.3629 | 520.3629 | 520.3629 |
Max Trade Drawdown | -161198 | -145745 | -118090 | -5912963 | -2963880 | -3256081 |
Profit Factor | 1.7778 | 2.3972 | 1.1652 | 1.3991 | 1.3473 | 1.4599 |
Total Trades | 433 | 217 | 216 | 433 | 217 | 216 |
Winning Trades | 204 | 93 | 111 | 204 | 93 | 111 |
Losing Trades | 229 | 124 | 105 | 229 | 124 | 105 |
Profitability (%) | 47.1132 | 42.8571 | 51.3889 | 47.1132 | 42.8571 | 51.3889 |
Ratio Avg Win / Avg Loss | 1.9957 | 3.1962 | 1.1022 | 1.5706 | 1.7964 | 1.381 |
Largest Winning Trade | 269993 | 269993 | 50094 | 2837586 | 2837586 | 1934867 |
Largest Losing Trade | -26618 | -24628 | -26618 | -1552376 | -1318562 | -1552376 |
Avg Bars in Trades | 16 | 18 | 13 | 16 | 18 | 13 |
Avg Bars in Winners | 22 | 27 | 18 | 22 | 27 | 18 |
Avg Bars in Losers | 10 | 11 | 8 | 10 | 11 | 8 |
Bars Traded | 6980 | 4015 | 2965 | 6980 | 4015 | 2965 |
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 | 318714 | 172538 | -330436 | 406492 | 265163 | 357806 |
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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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