Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1886796.0666 | 1673084.1593 | 213711.9073 | 73283574.2808 | 53340094.3685 | 19943479.9123 |
Total P&L (%) | 1886.7961 | 1673.0842 | 213.7119 | 73283.5743 | 53340.0944 | 19943.4799 |
Avg Daily Profit (%) | 1.0354 | 0.9181 | 0.1173 | 0.3628 | 0.3453 | 0.2913 |
Buy And Hold Return (%) | 770.5218 | 770.5218 | 770.5218 | 770.5218 | 770.5218 | 770.5218 |
Max Trade Drawdown | -68578 | -49391 | -52807 | -82636689 | -60482588 | -59796774 |
Profit Factor | 3.2215 | 5.0235 | 1.493 | 1.2063 | 1.3098 | 1.109 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Losing Trades | 275 | 136 | 139 | 275 | 136 | 139 |
Profitability (%) | 34.5238 | 35.2381 | 33.8095 | 34.5238 | 35.2381 | 33.8095 |
Ratio Avg Win / Avg Loss | 6.1098 | 9.2323 | 2.9229 | 2.2879 | 2.4072 | 2.1711 |
Largest Winning Trade | 966319 | 966319 | 65083 | 57482272 | 57482272 | 31614425 |
Largest Losing Trade | -17094 | -13754 | -17094 | -9464710 | -8566559 | -9464710 |
Avg Bars in Trades | 51 | 48 | 54 | 51 | 48 | 54 |
Avg Bars in Winners | 114 | 102 | 127 | 114 | 102 | 127 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 21509 | 10127 | 11382 | 21509 | 10127 | 11382 |
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 | 425061 | 364938 | -205590 | 224215 | 192146 | -96456 |
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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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