Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1190743.3259 | 1015347.759 | 175395.5669 | 30062733.6394 | 18739924.65 | 11322808.9895 |
Total P&L (%) | 1190.7433 | 1015.3478 | 175.3956 | 30062.7336 | 18739.9247 | 11322.809 |
Avg Daily Profit (%) | 0.6523 | 0.5563 | 0.0961 | 0.3133 | 0.2874 | 0.2599 |
Buy And Hold Return (%) | 890.2651 | 890.2651 | 890.2651 | 890.2651 | 890.2651 | 890.2651 |
Max Trade Drawdown | -109064 | -69791 | -96378 | -11228443 | -16332496 | -7519633 |
Profit Factor | 2.2202 | 3.0074 | 1.3731 | 1.3765 | 1.4172 | 1.324 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 113 | 49 | 64 | 113 | 49 | 64 |
Losing Trades | 160 | 87 | 73 | 160 | 87 | 73 |
Profitability (%) | 41.3919 | 36.0294 | 46.7153 | 41.3919 | 36.0294 | 46.7153 |
Ratio Avg Win / Avg Loss | 3.1436 | 5.3397 | 1.5662 | 1.949 | 2.5163 | 1.5102 |
Largest Winning Trade | 287679 | 287679 | 38025 | 15548531 | 15548531 | 6293926 |
Largest Losing Trade | -29353 | -20579 | -29353 | -4615528 | -4615528 | -2655540 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 32 | 38 | 27 | 32 | 38 | 27 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 5169 | 2666 | 2503 | 5169 | 2666 | 2503 |
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 | -46285 | -110588 | -230012 | 324945 | 192500 | 313240 |
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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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