Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1554998.9887 | 1432090.7499 | 122908.2388 | 12120023.7207 | 9856252.7357 | 2263770.9851 |
Total P&L (%) | 1554.999 | 1432.0908 | 122.9082 | 12120.0237 | 9856.2527 | 2263.771 |
Avg Daily Profit (%) | 0.8544 | 0.7869 | 0.0675 | 0.2644 | 0.2531 | 0.1739 |
Buy And Hold Return (%) | 595.7933 | 595.7933 | 595.7933 | 595.7933 | 595.7933 | 595.7933 |
Max Trade Drawdown | -85930 | -51202 | -62430 | -7756992 | -8357236 | -5087353 |
Profit Factor | 2.849 | 4.4959 | 1.2849 | 1.2717 | 1.421 | 1.1068 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 188 | 98 | 90 | 188 | 98 | 90 |
Profitability (%) | 30.3704 | 27.4074 | 33.3333 | 30.3704 | 27.4074 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.5319 | 11.9082 | 2.5699 | 2.9156 | 3.7638 | 2.2136 |
Largest Winning Trade | 999429 | 999429 | 66205 | 8301167 | 8301167 | 3835196 |
Largest Losing Trade | -19117 | -16495 | -19117 | -2765994 | -2765994 | -2429643 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 63 | 60 | 66 | 63 | 60 | 66 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 7159 | 3281 | 3878 | 7159 | 3281 | 3878 |
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 | 333018 | -2841 | -273838 | 131997 | -8696 | -102928 |
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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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