Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1189574.5756 | 1001680.7067 | 187893.869 | 33569149.0863 | 25169179.0871 | 8399969.9992 |
Total P&L (%) | 1189.5746 | 1001.6807 | 187.8939 | 33569.1491 | 25169.1791 | 8399.97 |
Avg Daily Profit (%) | 0.6561 | 0.5525 | 0.1036 | 0.3215 | 0.3056 | 0.2453 |
Buy And Hold Return (%) | 490.1 | 490.1 | 490.1 | 490.1 | 490.1 | 490.1 |
Max Trade Drawdown | -83283 | -77231 | -46249 | -40031922 | -36590135 | -18062629 |
Profit Factor | 2.3439 | 3.1422 | 1.45 | 1.1806 | 1.2638 | 1.0929 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 155 | 79 | 76 | 155 | 79 | 76 |
Profitability (%) | 35.9504 | 34.7107 | 37.1901 | 35.9504 | 34.7107 | 37.1901 |
Ratio Avg Win / Avg Loss | 4.1758 | 5.9102 | 2.4488 | 2.1034 | 2.3771 | 1.8457 |
Largest Winning Trade | 312972 | 312972 | 45851 | 18311926 | 18311926 | 14600997 |
Largest Losing Trade | -20667 | -20667 | -16620 | -8335134 | -8335134 | -7312035 |
Avg Bars in Trades | 29 | 30 | 29 | 29 | 30 | 29 |
Avg Bars in Winners | 56 | 57 | 56 | 56 | 57 | 56 |
Avg Bars in Losers | 14 | 15 | 12 | 14 | 15 | 12 |
Bars Traded | 7159 | 3647 | 3512 | 7159 | 3647 | 3512 |
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 | 303827 | 154066 | -223226 | -15598 | 134474 | -113785 |
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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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