Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1168871.7805 | 1008665.9052 | 160205.8753 | 22708217.8214 | 18230898.3738 | 4477319.4476 |
Total P&L (%) | 1168.8718 | 1008.6659 | 160.2059 | 22708.2178 | 18230.8984 | 4477.3194 |
Avg Daily Profit (%) | 0.6385 | 0.551 | 0.0875 | 0.297 | 0.2851 | 0.2091 |
Buy And Hold Return (%) | 552.9072 | 552.9072 | 552.9072 | 552.9072 | 552.9072 | 552.9072 |
Max Trade Drawdown | -109064 | -69791 | -96378 | -8662895 | -12600741 | -10058683 |
Profit Factor | 2.1289 | 2.8782 | 1.3214 | 1.3348 | 1.4982 | 1.1434 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 116 | 50 | 66 | 116 | 50 | 66 |
Losing Trades | 168 | 92 | 76 | 168 | 92 | 76 |
Profitability (%) | 40.8451 | 35.2113 | 46.4789 | 40.8451 | 35.2113 | 46.4789 |
Ratio Avg Win / Avg Loss | 3.0832 | 5.2959 | 1.5216 | 1.9332 | 2.7567 | 1.3166 |
Largest Winning Trade | 287679 | 287679 | 38025 | 11995901 | 11995901 | 4855849 |
Largest Losing Trade | -29353 | -20579 | -29353 | -4257185 | -3560942 | -4257185 |
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 | 5378 | 2802 | 2576 | 5378 | 2802 | 2576 |
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 | 284719 | 101554 | -241845 | 305201 | 198701 | -55977 |
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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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