Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836555.5897 | 719388.4212 | 117167.1684 | 4287225.5478 | 4070396.3002 | 216829.2476 |
Total P&L (%) | 836.5556 | 719.3884 | 117.1672 | 4287.2255 | 4070.3963 | 216.8292 |
Avg Daily Profit (%) | 0.4016 | 0.3453 | 0.0562 | 0.1817 | 0.1793 | 0.0554 |
Buy And Hold Return (%) | 258.9744 | 258.9744 | 258.9744 | 258.9744 | 258.9744 | 258.9744 |
Max Trade Drawdown | -127806 | -89676 | -74052 | -15791948 | -9877880 | -7462256 |
Profit Factor | 2.2294 | 3.0101 | 1.3632 | 1.093 | 1.1657 | 1.0101 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 41.954 | 36.7816 | 47.1264 | 41.954 | 36.7816 | 47.1264 |
Ratio Avg Win / Avg Loss | 3.0844 | 5.1736 | 1.5294 | 1.5122 | 2.0036 | 1.1332 |
Largest Winning Trade | 268273 | 268273 | 52827 | 11349840 | 11349840 | 4202867 |
Largest Losing Trade | -26794 | -22790 | -26794 | -4606000 | -2852658 | -4606000 |
Avg Bars in Trades | 140 | 127 | 154 | 140 | 127 | 154 |
Avg Bars in Winners | 248 | 248 | 249 | 248 | 248 | 249 |
Avg Bars in Losers | 62 | 57 | 69 | 62 | 57 | 69 |
Bars Traded | 24502 | 11102 | 13400 | 24502 | 11102 | 13400 |
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 | 319663 | 225324 | -283445 | -111475 | -34741 | -495646 |
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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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