Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1688543.9764 | 1552269.9126 | 136274.0638 | 15274575.7157 | 10939286.905 | 4335288.8107 |
Total P&L (%) | 1688.544 | 1552.2699 | 136.2741 | 15274.5757 | 10939.2869 | 4335.2888 |
Avg Daily Profit (%) | 0.9283 | 0.8534 | 0.0749 | 0.2772 | 0.2589 | 0.2087 |
Buy And Hold Return (%) | 649.7246 | 649.7246 | 649.7246 | 649.7246 | 649.7246 | 649.7246 |
Max Trade Drawdown | -95441 | -53868 | -64674 | -8378940 | -6210112 | -7075207 |
Profit Factor | 3.0105 | 4.8289 | 1.3137 | 1.2765 | 1.3857 | 1.1613 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Profitability (%) | 34.4444 | 34.0741 | 34.8148 | 34.4444 | 34.0741 | 34.8148 |
Ratio Avg Win / Avg Loss | 5.7297 | 9.3429 | 2.4596 | 2.4295 | 2.681 | 2.1743 |
Largest Winning Trade | 975750 | 975750 | 69592 | 10958729 | 10958729 | 4314828 |
Largest Losing Trade | -23144 | -23144 | -17517 | -1665595 | -1635047 | -1665595 |
Avg Bars in Trades | 39 | 35 | 43 | 39 | 35 | 43 |
Avg Bars in Winners | 87 | 76 | 97 | 87 | 76 | 97 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 10690 | 4828 | 5862 | 10690 | 4828 | 5862 |
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 | 393227 | 367105 | -263517 | 184030 | 139337 | -40205 |
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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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