Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1166767.3002 | 991874.1295 | 174893.1707 | 23170955.8629 | 14436451.3996 | 8734504.4633 |
Total P&L (%) | 1166.7673 | 991.8741 | 174.8932 | 23170.9559 | 14436.4514 | 8734.5045 |
Avg Daily Profit (%) | 0.6401 | 0.5442 | 0.096 | 0.2994 | 0.2736 | 0.2462 |
Buy And Hold Return (%) | 683.0994 | 683.0994 | 683.0994 | 683.0994 | 683.0994 | 683.0994 |
Max Trade Drawdown | -109064 | -69791 | -96378 | -8662895 | -12600741 | -5801498 |
Profit Factor | 2.1518 | 2.874 | 1.3616 | 1.3759 | 1.4163 | 1.3238 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 115 | 49 | 66 | 115 | 49 | 66 |
Losing Trades | 166 | 91 | 75 | 166 | 91 | 75 |
Profitability (%) | 40.9253 | 35 | 46.8085 | 40.9253 | 35 | 46.8085 |
Ratio Avg Win / Avg Loss | 3.1061 | 5.3375 | 1.5472 | 1.986 | 2.6303 | 1.5044 |
Largest Winning Trade | 287679 | 287679 | 38025 | 11995901 | 11995901 | 4855849 |
Largest Losing Trade | -29353 | -20579 | -29353 | -3560942 | -3560942 | -2048785 |
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 | 5312 | 2739 | 2573 | 5312 | 2739 | 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 | 189940 | -14421 | -230218 | 315534 | 174009 | 310641 |
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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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