Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1670040.6742 | 1532302.9862 | 137737.688 | 15631634.5803 | 15763816.4186 | -132181.8383 |
Total P&L (%) | 1670.0407 | 1532.303 | 137.7377 | 15631.6346 | 15763.8164 | -132.1818 |
Avg Daily Profit (%) | 0.921 | 0.845 | 0.076 | 0.2793 | 0.2798 | 0 |
Buy And Hold Return (%) | 653.9221 | 653.9221 | 653.9221 | 653.9221 | 653.9221 | 653.9221 |
Max Trade Drawdown | -87294 | -62409 | -63910 | -21684854 | -19117015 | -11591998 |
Profit Factor | 2.6464 | 4.1523 | 1.2607 | 1.1445 | 1.2708 | 0.9974 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 230 | 118 | 112 | 230 | 118 | 112 |
Profitability (%) | 32.7485 | 30.9942 | 34.5029 | 32.7485 | 30.9942 | 34.5029 |
Ratio Avg Win / Avg Loss | 5.4345 | 9.2447 | 2.3932 | 2.3502 | 2.8292 | 1.8933 |
Largest Winning Trade | 1042483 | 1042483 | 63626 | 16322379 | 16322379 | 7012780 |
Largest Losing Trade | -20586 | -17359 | -20586 | -5599439 | -5599439 | -2830634 |
Avg Bars in Trades | 62 | 56 | 69 | 62 | 56 | 69 |
Avg Bars in Winners | 143 | 130 | 154 | 143 | 130 | 154 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 21519 | 9687 | 11832 | 21519 | 9687 | 11832 |
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 | 356047 | 314163 | -262038 | -56715 | 96661 | -583686 |
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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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