Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1148895.5612 | 984821.0421 | 164074.5191 | 19167130.5548 | 11946378.0457 | 7220752.5091 |
Total P&L (%) | 1148.8956 | 984.821 | 164.0745 | 19167.1306 | 11946.378 | 7220.7525 |
Avg Daily Profit (%) | 0.6315 | 0.5413 | 0.0902 | 0.2896 | 0.2637 | 0.2363 |
Buy And Hold Return (%) | 625.3568 | 625.3568 | 625.3568 | 625.3568 | 625.3568 | 625.3568 |
Max Trade Drawdown | -109064 | -69791 | -96378 | -7172422 | -10432753 | -4803336 |
Profit Factor | 2.1131 | 2.8318 | 1.3318 | 1.3754 | 1.416 | 1.3232 |
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 | 3.0603 | 5.2105 | 1.5336 | 1.9919 | 2.6055 | 1.5237 |
Largest Winning Trade | 287679 | 287679 | 38025 | 9931977 | 9931977 | 4020388 |
Largest Losing Trade | -29353 | -20579 | -29353 | -2948273 | -2948273 | -1696286 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 5370 | 2779 | 2591 | 5370 | 2779 | 2591 |
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 | 215023 | 35480 | -238219 | 311838 | 174051 | 302931 |
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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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