Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1733945.3644 | 1593521.5012 | 140423.8632 | 18370278.8333 | 11788993.9354 | 6581284.898 |
Total P&L (%) | 1733.9454 | 1593.5215 | 140.4239 | 18370.2788 | 11788.9939 | 6581.2849 |
Avg Daily Profit (%) | 0.9539 | 0.8766 | 0.0772 | 0.2875 | 0.2632 | 0.2314 |
Buy And Hold Return (%) | 629.8664 | 629.8664 | 629.8664 | 629.8664 | 629.8664 | 629.8664 |
Max Trade Drawdown | -134947 | -70798 | -82316 | -21689731 | -19954756 | -10132947 |
Profit Factor | 3.1195 | 4.7927 | 1.3529 | 1.208 | 1.2436 | 1.1649 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Losing Trades | 182 | 87 | 95 | 182 | 87 | 95 |
Profitability (%) | 29.4574 | 32.5581 | 26.3566 | 29.4574 | 32.5581 | 26.3566 |
Ratio Avg Win / Avg Loss | 7.4704 | 9.9277 | 3.7801 | 2.8929 | 2.576 | 3.2549 |
Largest Winning Trade | 968264 | 968264 | 69537 | 17565751 | 17565751 | 8662297 |
Largest Losing Trade | -18499 | -17359 | -18499 | -6253897 | -6253897 | -3577671 |
Avg Bars in Trades | 83 | 76 | 89 | 83 | 76 | 89 |
Avg Bars in Winners | 206 | 172 | 247 | 206 | 172 | 247 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 21479 | 9918 | 11561 | 21479 | 9918 | 11561 |
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 | 255953 | 372657 | -278116 | 21560 | 87597 | -53762 |
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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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