Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1206539.9434 | 1015910.412 | 190629.5314 | 33346520.815 | 20252297.8591 | 13094222.956 |
Total P&L (%) | 1206.5399 | 1015.9104 | 190.6295 | 33346.5208 | 20252.2979 | 13094.223 |
Avg Daily Profit (%) | 0.6621 | 0.5575 | 0.1046 | 0.3195 | 0.2921 | 0.2683 |
Buy And Hold Return (%) | 700.2751 | 700.2751 | 700.2751 | 700.2751 | 700.2751 | 700.2751 |
Max Trade Drawdown | -109064 | -64433 | -96378 | -12742932 | -18559064 | -8338288 |
Profit Factor | 2.2052 | 2.9542 | 1.3961 | 1.396 | 1.4264 | 1.3566 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 114 | 50 | 64 | 114 | 50 | 64 |
Losing Trades | 178 | 96 | 82 | 178 | 96 | 82 |
Profitability (%) | 39.0411 | 34.2466 | 43.8356 | 39.0411 | 34.2466 | 43.8356 |
Ratio Avg Win / Avg Loss | 3.4432 | 5.672 | 1.7888 | 2.1797 | 2.7387 | 1.7381 |
Largest Winning Trade | 287679 | 287679 | 38025 | 17676103 | 17676103 | 7155151 |
Largest Losing Trade | -29353 | -20579 | -29353 | -5251321 | -5251321 | -2944646 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5371 | 2788 | 2583 | 5371 | 2788 | 2583 |
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 | 179668 | -14831 | -219611 | 301807 | 171957 | 283504 |
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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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