Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1496181.2059 | 1397827.5089 | 98353.697 | 9373214.8118 | 8520653.8695 | 852560.9422 |
Total P&L (%) | 1496.1812 | 1397.8275 | 98.3537 | 9373.2148 | 8520.6539 | 852.5609 |
Avg Daily Profit (%) | 0.8244 | 0.7702 | 0.0542 | 0.2511 | 0.2459 | 0.1243 |
Buy And Hold Return (%) | 588.3963 | 588.3963 | 588.3963 | 588.3963 | 588.3963 | 588.3963 |
Max Trade Drawdown | -106809 | -53476 | -75945 | -6264500 | -4363301 | -4060595 |
Profit Factor | 2.9275 | 4.8027 | 1.2407 | 1.2575 | 1.4642 | 1.0472 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 147 | 76 | 71 | 147 | 76 | 71 |
Profitability (%) | 31.9444 | 29.6296 | 34.2593 | 31.9444 | 29.6296 | 34.2593 |
Ratio Avg Win / Avg Loss | 6.2368 | 11.4065 | 2.3808 | 2.679 | 3.4775 | 2.0096 |
Largest Winning Trade | 835607 | 835607 | 78002 | 9272261 | 9272261 | 3145181 |
Largest Losing Trade | -17751 | -14730 | -17751 | -1947028 | -1947028 | -1516326 |
Avg Bars in Trades | 99 | 89 | 109 | 99 | 89 | 109 |
Avg Bars in Winners | 231 | 207 | 251 | 231 | 207 | 251 |
Avg Bars in Losers | 37 | 39 | 34 | 37 | 39 | 34 |
Bars Traded | 21467 | 9682 | 11785 | 21467 | 9682 | 11785 |
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 | 337274 | 234014 | -291881 | 126661 | 34251 | -226638 |
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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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