Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1181897.519 | 1006501.9521 | 175395.5669 | 27394596.4731 | 17073381.2998 | 10321215.1733 |
Total P&L (%) | 1181.8975 | 1006.502 | 175.3956 | 27394.5965 | 17073.3813 | 10321.2152 |
Avg Daily Profit (%) | 0.6498 | 0.5533 | 0.0964 | 0.3093 | 0.2833 | 0.2558 |
Buy And Hold Return (%) | 721.2453 | 721.2453 | 721.2453 | 721.2453 | 721.2453 | 721.2453 |
Max Trade Drawdown | -109064 | -69791 | -96378 | -10235196 | -14887755 | -6854461 |
Profit Factor | 2.2002 | 2.9557 | 1.3731 | 1.3763 | 1.4169 | 1.324 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 113 | 49 | 64 | 113 | 49 | 64 |
Losing Trades | 161 | 88 | 73 | 161 | 88 | 73 |
Profitability (%) | 41.2409 | 35.7664 | 46.7153 | 41.2409 | 35.7664 | 46.7153 |
Ratio Avg Win / Avg Loss | 3.1349 | 5.3082 | 1.5662 | 1.9609 | 2.5447 | 1.5102 |
Largest Winning Trade | 287679 | 287679 | 38025 | 14173138 | 14173138 | 5737177 |
Largest Losing Trade | -29353 | -20579 | -29353 | -4207247 | -4207247 | -2420636 |
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 | 5177 | 2674 | 2503 | 5177 | 2674 | 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 | 182720 | -31477 | -229567 | 321745 | 187582 | 311962 |
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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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