Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1156004.9117 | 991874.1295 | 164130.7822 | 20909799.6056 | 13033712.6119 | 7876086.9937 |
Total P&L (%) | 1156.0049 | 991.8741 | 164.1308 | 20909.7996 | 13033.7126 | 7876.087 |
Avg Daily Profit (%) | 0.6366 | 0.5462 | 0.0904 | 0.2949 | 0.269 | 0.2414 |
Buy And Hold Return (%) | 736.7253 | 736.7253 | 736.7253 | 736.7253 | 736.7253 | 736.7253 |
Max Trade Drawdown | -109064 | -69791 | -96378 | -7821152 | -11376372 | -5237787 |
Profit Factor | 2.1412 | 2.874 | 1.3393 | 1.3757 | 1.4163 | 1.3234 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 114 | 49 | 65 | 114 | 49 | 65 |
Losing Trades | 166 | 91 | 75 | 166 | 91 | 75 |
Profitability (%) | 40.7143 | 35 | 46.4286 | 40.7143 | 35 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.1178 | 5.3375 | 1.5454 | 2.0032 | 2.6303 | 1.527 |
Largest Winning Trade | 287679 | 287679 | 38025 | 10830302 | 10830302 | 4384023 |
Largest Losing Trade | -29353 | -20579 | -29353 | -3214938 | -3214938 | -1849712 |
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 | 5283 | 2739 | 2544 | 5283 | 2739 | 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 | 151615 | -47286 | -237936 | 310955 | 172594 | 303683 |
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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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