Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1391478.6418 | 1289838.714 | 101639.9278 | 9752993.2016 | 6953170.6155 | 2799822.5861 |
Total P&L (%) | 1391.4786 | 1289.8387 | 101.6399 | 9752.9932 | 6953.1706 | 2799.8226 |
Avg Daily Profit (%) | 0.7646 | 0.7088 | 0.0559 | 0.2526 | 0.2341 | 0.1852 |
Buy And Hold Return (%) | 600.1887 | 600.1887 | 600.1887 | 600.1887 | 600.1887 | 600.1887 |
Max Trade Drawdown | -113400 | -78391 | -112574 | -2983695 | -1668444 | -3021819 |
Profit Factor | 3.0258 | 5.3352 | 1.2611 | 1.7407 | 2.2406 | 1.3703 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 187 | 98 | 89 | 187 | 98 | 89 |
Profitability (%) | 32.9749 | 29.4964 | 36.4286 | 32.9749 | 29.4964 | 36.4286 |
Ratio Avg Win / Avg Loss | 6.1504 | 12.7524 | 2.2007 | 3.5383 | 5.3555 | 2.3912 |
Largest Winning Trade | 628526 | 628526 | 75092 | 3986098 | 1994350 | 3986098 |
Largest Losing Trade | -29192 | -17910 | -29192 | -1183490 | -818986 | -1183490 |
Avg Bars in Trades | 38 | 34 | 41 | 38 | 34 | 41 |
Avg Bars in Winners | 92 | 95 | 90 | 92 | 95 | 90 |
Avg Bars in Losers | 11 | 9 | 12 | 11 | 9 | 12 |
Bars Traded | 10638 | 4863 | 5775 | 10638 | 4863 | 5775 |
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 | 313768 | 156550 | -288620 | 238514 | 86794 | 87963 |
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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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