Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135004.2193 | 972182.9904 | 162821.2289 | 17636633.9185 | 11727124.2638 | 5909509.6547 |
Total P&L (%) | 1135.0042 | 972.183 | 162.8212 | 17636.6339 | 11727.1243 | 5909.5097 |
Avg Daily Profit (%) | 0.6253 | 0.5356 | 0.0897 | 0.2857 | 0.2633 | 0.2259 |
Buy And Hold Return (%) | 618.9703 | 618.9703 | 618.9703 | 618.9703 | 618.9703 | 618.9703 |
Max Trade Drawdown | -123694 | -58890 | -101768 | -7962271 | -11773531 | -4342650 |
Profit Factor | 2.1349 | 2.8938 | 1.3345 | 1.3477 | 1.4315 | 1.251 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 108 | 49 | 59 | 108 | 49 | 59 |
Losing Trades | 156 | 83 | 73 | 156 | 83 | 73 |
Profitability (%) | 40.9091 | 37.1212 | 44.697 | 40.9091 | 37.1212 | 44.697 |
Ratio Avg Win / Avg Loss | 3.0837 | 4.9018 | 1.6512 | 1.9467 | 2.4247 | 1.5479 |
Largest Winning Trade | 282820 | 282820 | 44877 | 10442024 | 10442024 | 4084329 |
Largest Losing Trade | -30457 | -23704 | -30457 | -3053649 | -3053649 | -1714969 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 33 | 37 | 31 | 33 | 37 | 31 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5367 | 2661 | 2706 | 5367 | 2661 | 2706 |
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 | 210948 | 62843 | -239554 | 301690 | 203132 | 257987 |
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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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