Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1200832.1353 | 1012401.1977 | 188430.9376 | 32691814.3248 | 22886135.4399 | 9805678.8849 |
Total P&L (%) | 1200.8321 | 1012.4012 | 188.4309 | 32691.8143 | 22886.1354 | 9805.6789 |
Avg Daily Profit (%) | 0.6621 | 0.5582 | 0.1039 | 0.3199 | 0.3003 | 0.2537 |
Buy And Hold Return (%) | 537.6655 | 537.6655 | 537.6655 | 537.6655 | 537.6655 | 537.6655 |
Max Trade Drawdown | -116914 | -65540 | -98227 | -21483698 | -24234186 | -7827880 |
Profit Factor | 2.2295 | 2.9823 | 1.4044 | 1.3282 | 1.409 | 1.2247 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 111 | 52 | 59 | 111 | 52 | 59 |
Losing Trades | 159 | 83 | 76 | 159 | 83 | 76 |
Profitability (%) | 41.1111 | 38.5185 | 43.7037 | 41.1111 | 38.5185 | 43.7037 |
Ratio Avg Win / Avg Loss | 3.1936 | 4.7601 | 1.8091 | 1.9026 | 2.249 | 1.5775 |
Largest Winning Trade | 280419 | 280419 | 45923 | 22257015 | 22257015 | 6776549 |
Largest Losing Trade | -29353 | -23704 | -29353 | -4969450 | -4969450 | -3270639 |
Avg Bars in Trades | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Winners | 33 | 37 | 30 | 33 | 37 | 30 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 5370 | 2718 | 2652 | 5370 | 2718 | 2652 |
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 | 328720 | 170729 | -220591 | 311880 | 229396 | 247116 |
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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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