Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007058.4409 | 853858.3892 | 153200.0517 | 15029411.8457 | 9513201.4231 | 5516210.4226 |
Total P&L (%) | 1007.0584 | 853.8584 | 153.2001 | 15029.4118 | 9513.2014 | 5516.2104 |
Avg Daily Profit (%) | 0.5536 | 0.4694 | 0.0842 | 0.2763 | 0.2513 | 0.2217 |
Buy And Hold Return (%) | 594.9274 | 594.9274 | 594.9274 | 594.9274 | 594.9274 | 594.9274 |
Max Trade Drawdown | -125313 | -103748 | -87662 | -5817691 | -4353322 | -4244203 |
Profit Factor | 1.7431 | 2.2335 | 1.2311 | 1.3773 | 1.4478 | 1.2968 |
Total Trades | 546 | 273 | 273 | 546 | 273 | 273 |
Winning Trades | 207 | 94 | 113 | 207 | 94 | 113 |
Losing Trades | 339 | 179 | 160 | 339 | 179 | 160 |
Profitability (%) | 37.9121 | 34.4322 | 41.3919 | 37.9121 | 34.4322 | 41.3919 |
Ratio Avg Win / Avg Loss | 2.8547 | 4.2532 | 1.7431 | 2.2556 | 2.7569 | 1.8361 |
Largest Winning Trade | 273971 | 273971 | 41447 | 4839439 | 4839439 | 2592454 |
Largest Losing Trade | -19613 | -15656 | -19613 | -1398450 | -1361665 | -1398450 |
Avg Bars in Trades | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Winners | 35 | 38 | 33 | 35 | 38 | 33 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 10798 | 5533 | 5265 | 10798 | 5533 | 5265 |
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 | 138848 | -20685 | -247722 | 316332 | 204132 | 259234 |
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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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