Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1727224.2049 | 1579584.749 | 147639.4559 | 22480978.0993 | 16383685.6082 | 6097292.4911 |
Total P&L (%) | 1727.2242 | 1579.5847 | 147.6395 | 22480.9781 | 16383.6856 | 6097.2925 |
Avg Daily Profit (%) | 0.9454 | 0.8646 | 0.0808 | 0.2971 | 0.2798 | 0.2261 |
Buy And Hold Return (%) | 705.581 | 705.581 | 705.581 | 705.581 | 705.581 | 705.581 |
Max Trade Drawdown | -69122 | -64404 | -39614 | -24426272 | -23493784 | -11995853 |
Profit Factor | 3.412 | 5.416 | 1.4119 | 1.2229 | 1.3044 | 1.1296 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 149 | 76 | 73 | 149 | 76 | 73 |
Profitability (%) | 30.0469 | 28.3019 | 31.7757 | 30.0469 | 28.3019 | 31.7757 |
Ratio Avg Win / Avg Loss | 7.9436 | 13.7205 | 3.0315 | 2.847 | 3.3045 | 2.4253 |
Largest Winning Trade | 999429 | 999429 | 70145 | 19443380 | 19443380 | 8641119 |
Largest Losing Trade | -25603 | -16495 | -25603 | -5728816 | -5616814 | -5728816 |
Avg Bars in Trades | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Winners | 80 | 75 | 85 | 80 | 75 | 85 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 7120 | 3311 | 3809 | 7120 | 3311 | 3809 |
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 | 333723 | 17657 | -256314 | 106072 | -5592 | -75960 |
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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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