Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1652134.3415 | 1507067.9907 | 145066.3508 | 21026339.4595 | 19656102.4146 | 1370237.0449 |
Total P&L (%) | 1652.1343 | 1507.068 | 145.0664 | 21026.3395 | 19656.1024 | 1370.237 |
Avg Daily Profit (%) | 0.907 | 0.8274 | 0.0796 | 0.2943 | 0.2906 | 0.1477 |
Buy And Hold Return (%) | 605.7428 | 605.7428 | 605.7428 | 605.7428 | 605.7428 | 605.7428 |
Max Trade Drawdown | -95972 | -62254 | -57195 | -35295191 | -26421138 | -17290861 |
Profit Factor | 3.2372 | 5.3322 | 1.3714 | 1.1602 | 1.3068 | 1.0204 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Losing Trades | 138 | 67 | 71 | 138 | 67 | 71 |
Profitability (%) | 32.0197 | 33.6634 | 30.3922 | 32.0197 | 33.6634 | 30.3922 |
Ratio Avg Win / Avg Loss | 6.8728 | 10.5077 | 3.1409 | 2.4633 | 2.5752 | 2.3371 |
Largest Winning Trade | 889719 | 889719 | 68465 | 22647015 | 22647015 | 12012641 |
Largest Losing Trade | -22398 | -20429 | -22398 | -7350321 | -6462283 | -7350321 |
Avg Bars in Trades | 53 | 47 | 58 | 53 | 47 | 58 |
Avg Bars in Winners | 122 | 105 | 141 | 122 | 105 | 141 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 10760 | 4844 | 5916 | 10760 | 4844 | 5916 |
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 | 365889 | 394359 | -258672 | -40231 | 122785 | -205500 |
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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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