Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1158417.5326 | 983524.3619 | 174893.1707 | 21227885.1311 | 13222691.4911 | 8005193.64 |
Total P&L (%) | 1158.4175 | 983.5244 | 174.8932 | 21227.8851 | 13222.6915 | 8005.1936 |
Avg Daily Profit (%) | 0.635 | 0.5391 | 0.0959 | 0.2944 | 0.2685 | 0.2412 |
Buy And Hold Return (%) | 750.7534 | 750.7534 | 750.7534 | 750.7534 | 750.7534 | 750.7534 |
Max Trade Drawdown | -109064 | -69791 | -96378 | -7939563 | -11548609 | -5317087 |
Profit Factor | 2.1342 | 2.8294 | 1.3616 | 1.3757 | 1.416 | 1.3238 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 115 | 49 | 66 | 115 | 49 | 66 |
Losing Trades | 167 | 92 | 75 | 167 | 92 | 75 |
Profitability (%) | 40.7801 | 34.7518 | 46.8085 | 40.7801 | 34.7518 | 46.8085 |
Ratio Avg Win / Avg Loss | 3.0992 | 5.3123 | 1.5472 | 1.9977 | 2.6585 | 1.5044 |
Largest Winning Trade | 287679 | 287679 | 38025 | 10994271 | 10994271 | 4450397 |
Largest Losing Trade | -29353 | -20579 | -29353 | -3263612 | -3263612 | -1877716 |
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 | 5330 | 2757 | 2573 | 5330 | 2757 | 2573 |
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 | 145676 | -58813 | -230334 | 312086 | 168995 | 309115 |
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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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