Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852127.2775 | 754173.9371 | 97953.3404 | 7729602.0783 | 7279304.0042 | 450298.0741 |
Total P&L (%) | 852.1273 | 754.1739 | 97.9533 | 7729.6021 | 7279.304 | 450.2981 |
Avg Daily Profit (%) | 0.4705 | 0.4164 | 0.0541 | 0.2411 | 0.2378 | 0.0942 |
Buy And Hold Return (%) | 481.3429 | 481.3429 | 481.3429 | 481.3429 | 481.3429 | 481.3429 |
Max Trade Drawdown | -79404 | -53969 | -87868 | -7552519 | -6313433 | -6365704 |
Profit Factor | 1.7214 | 2.805 | 1.1283 | 1.1542 | 1.3639 | 1.0149 |
Total Trades | 429 | 215 | 214 | 429 | 215 | 214 |
Winning Trades | 189 | 98 | 91 | 189 | 98 | 91 |
Losing Trades | 240 | 117 | 123 | 240 | 117 | 123 |
Profitability (%) | 44.0559 | 45.5814 | 42.5234 | 44.0559 | 45.5814 | 42.5234 |
Ratio Avg Win / Avg Loss | 2.1859 | 3.3488 | 1.5251 | 1.4656 | 1.6283 | 1.3718 |
Largest Winning Trade | 220055 | 220055 | 75742 | 3063391 | 3063391 | 2456368 |
Largest Losing Trade | -35227 | -18679 | -35227 | -2289745 | -2134032 | -2289745 |
Avg Bars in Trades | 49 | 23 | 76 | 49 | 23 | 76 |
Avg Bars in Winners | 78 | 32 | 127 | 78 | 32 | 127 |
Avg Bars in Losers | 27 | 15 | 38 | 27 | 15 | 38 |
Bars Traded | 21438 | 5062 | 16375 | 21438 | 5062 | 16375 |
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 | 184429 | 165377 | -367083 | -42639 | 326713 | -439409 |
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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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