Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159400.873 | 995270.0908 | 164130.7822 | 21648365.6879 | 13495407.3854 | 8152958.3025 |
Total P&L (%) | 1159.4009 | 995.2701 | 164.1308 | 21648.3657 | 13495.4074 | 8152.9583 |
Avg Daily Profit (%) | 0.638 | 0.5477 | 0.0903 | 0.2966 | 0.2707 | 0.2431 |
Buy And Hold Return (%) | 770.3533 | 770.3533 | 770.3533 | 770.3533 | 770.3533 | 770.3533 |
Max Trade Drawdown | -109064 | -69791 | -96378 | -8096092 | -11776290 | -5421913 |
Profit Factor | 2.1484 | 2.8926 | 1.3393 | 1.3758 | 1.4165 | 1.3234 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 114 | 49 | 65 | 114 | 49 | 65 |
Losing Trades | 165 | 90 | 75 | 165 | 90 | 75 |
Profitability (%) | 40.8602 | 35.2518 | 46.4286 | 40.8602 | 35.2518 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.1095 | 5.3129 | 1.5454 | 1.9912 | 2.6017 | 1.527 |
Largest Winning Trade | 287679 | 287679 | 38025 | 11211024 | 11211024 | 4538136 |
Largest Losing Trade | -29353 | -20579 | -29353 | -3327954 | -3327954 | -1914736 |
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 | 5225 | 2681 | 2544 | 5225 | 2681 | 2544 |
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 | 139020 | -64055 | -238024 | 313349 | 176585 | 304208 |
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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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