Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1175641.8174 | 997851.4745 | 177790.3429 | 25617658.8692 | 15961301.8889 | 9656356.9803 |
Total P&L (%) | 1175.6418 | 997.8515 | 177.7903 | 25617.6589 | 15961.3019 | 9656.357 |
Avg Daily Profit (%) | 0.6437 | 0.5464 | 0.0973 | 0.3043 | 0.2785 | 0.2511 |
Buy And Hold Return (%) | 765.4306 | 765.4306 | 765.4306 | 765.4306 | 765.4306 | 765.4306 |
Max Trade Drawdown | -109064 | -69791 | -96378 | -9573710 | -13925580 | -6411466 |
Profit Factor | 2.1835 | 2.9069 | 1.3782 | 1.3761 | 1.4166 | 1.3241 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 114 | 49 | 65 | 114 | 49 | 65 |
Losing Trades | 162 | 89 | 73 | 162 | 89 | 73 |
Profitability (%) | 41.3043 | 35.5072 | 47.1014 | 41.3043 | 35.5072 | 47.1014 |
Ratio Avg Win / Avg Loss | 3.1029 | 5.2798 | 1.5479 | 1.9556 | 2.573 | 1.4871 |
Largest Winning Trade | 287679 | 287679 | 38025 | 13257147 | 13257147 | 5366392 |
Largest Losing Trade | -29353 | -20579 | -29353 | -3935339 | -3935339 | -2264194 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 31 | 38 | 27 | 31 | 38 | 27 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 5204 | 2679 | 2525 | 5204 | 2679 | 2525 |
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 | 156300 | -60308 | -228151 | 321467 | 182495 | 276048 |
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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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