Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1743685.8452 | 1594815.6482 | 148870.197 | 28303011.8663 | 17038676.1162 | 11264335.75 |
Total P&L (%) | 1743.6858 | 1594.8156 | 148.8702 | 28303.0119 | 17038.6761 | 11264.3358 |
Avg Daily Profit (%) | 0.9592 | 0.8773 | 0.0819 | 0.3112 | 0.2834 | 0.2607 |
Buy And Hold Return (%) | 636.7489 | 636.7489 | 636.7489 | 636.7489 | 636.7489 | 636.7489 |
Max Trade Drawdown | -121220 | -63492 | -70954 | -25929061 | -24173448 | -14982076 |
Profit Factor | 3.3811 | 5.3053 | 1.4114 | 1.2892 | 1.3371 | 1.2381 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Losing Trades | 170 | 83 | 87 | 170 | 83 | 87 |
Profitability (%) | 28.8703 | 30.2521 | 27.5 | 28.8703 | 30.2521 | 27.5 |
Ratio Avg Win / Avg Loss | 8.3303 | 12.2317 | 3.721 | 3.1764 | 3.0827 | 3.2642 |
Largest Winning Trade | 975750 | 975750 | 77406 | 18298777 | 18298777 | 11904997 |
Largest Losing Trade | -18803 | -18686 | -18803 | -4608364 | -3786876 | -4608364 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 116 | 102 | 131 | 116 | 102 | 131 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 10725 | 4986 | 5739 | 10725 | 4986 | 5739 |
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 | 177114 | 352177 | -266548 | -1388 | 81147 | -9658 |
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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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