Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869922.915 | 717341.2526 | 152581.6623 | 9369239.5645 | 2543710.3283 | 6825529.2362 |
Total P&L (%) | 869.9229 | 717.3413 | 152.5817 | 9369.2396 | 2543.7103 | 6825.5292 |
Avg Daily Profit (%) | 0.4177 | 0.3445 | 0.0733 | 0.2188 | 0.1574 | 0.2037 |
Buy And Hold Return (%) | 299.7219 | 299.7219 | 299.7219 | 299.7219 | 299.7219 | 299.7219 |
Max Trade Drawdown | -92654 | -63287 | -118832 | -18718855 | -9309787 | -9686295 |
Profit Factor | 1.9741 | 2.6415 | 1.3346 | 1.1676 | 1.0862 | 1.2586 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 50.2242 | 49.1071 | 51.3514 | 50.2242 | 49.1071 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.9565 | 2.7376 | 1.2643 | 1.1572 | 1.1257 | 1.1923 |
Largest Winning Trade | 230408 | 230408 | 46100 | 8758140 | 6328791 | 8758140 |
Largest Losing Trade | -33280 | -22482 | -33280 | -6542546 | -2995701 | -6542546 |
Avg Bars in Trades | 110 | 109 | 112 | 110 | 109 | 112 |
Avg Bars in Winners | 143 | 144 | 143 | 143 | 144 | 143 |
Avg Bars in Losers | 77 | 75 | 79 | 77 | 75 | 79 |
Bars Traded | 24700 | 12240 | 12460 | 24700 | 12240 | 12460 |
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 | 419299 | 339864 | -260680 | -26773 | -118623 | 281388 |
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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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