Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1763918.728 | 1583484.7373 | 180433.9907 | 43644264.482 | 30312605.2757 | 13331659.2063 |
Total P&L (%) | 1763.9187 | 1583.4847 | 180.434 | 43644.2645 | 30312.6053 | 13331.6592 |
Avg Daily Profit (%) | 0.9673 | 0.8684 | 0.0989 | 0.334 | 0.314 | 0.2691 |
Buy And Hold Return (%) | 743.7516 | 743.7516 | 743.7516 | 743.7516 | 743.7516 | 743.7516 |
Max Trade Drawdown | -84804 | -56709 | -49623 | -47876040 | -38395378 | -30395255 |
Profit Factor | 3.5936 | 5.7302 | 1.5225 | 1.233 | 1.3189 | 1.1445 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 150 | 78 | 72 | 150 | 78 | 72 |
Profitability (%) | 29.9065 | 27.1028 | 32.7103 | 29.9065 | 27.1028 | 32.7103 |
Ratio Avg Win / Avg Loss | 8.4225 | 15.4123 | 3.132 | 2.8898 | 3.5475 | 2.3544 |
Largest Winning Trade | 956965 | 956965 | 69369 | 32098320 | 32098320 | 17246112 |
Largest Losing Trade | -22820 | -12511 | -22820 | -6828837 | -6828837 | -6802053 |
Avg Bars in Trades | 49 | 46 | 53 | 49 | 46 | 53 |
Avg Bars in Winners | 124 | 122 | 126 | 124 | 122 | 126 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 10675 | 4972 | 5703 | 10675 | 4972 | 5703 |
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 | 309384 | -5289 | -231090 | 104373 | -10493 | -58853 |
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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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