Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240595.5476 | 1033904.0787 | 206691.4689 | 49397030.5863 | 32368063.657 | 17028966.9293 |
Total P&L (%) | 1240.5955 | 1033.9041 | 206.6915 | 49397.0306 | 32368.0637 | 17028.9669 |
Avg Daily Profit (%) | 0.6823 | 0.5686 | 0.1137 | 0.3418 | 0.3185 | 0.2833 |
Buy And Hold Return (%) | 638.3754 | 638.3754 | 638.3754 | 638.3754 | 638.3754 | 638.3754 |
Max Trade Drawdown | -119352 | -46614 | -112146 | -23322070 | -26717949 | -18201045 |
Profit Factor | 2.251 | 3.1889 | 1.398 | 1.3611 | 1.4526 | 1.2608 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Losing Trades | 154 | 81 | 73 | 154 | 81 | 73 |
Profitability (%) | 45 | 42.1429 | 47.8571 | 45 | 42.1429 | 47.8571 |
Ratio Avg Win / Avg Loss | 2.7512 | 4.3779 | 1.5232 | 1.6635 | 1.9942 | 1.3737 |
Largest Winning Trade | 272689 | 272689 | 57890 | 27186510 | 27186510 | 12989108 |
Largest Losing Trade | -34341 | -23704 | -34341 | -9429078 | -9429078 | -8702422 |
Avg Bars in Trades | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 5367 | 2636 | 2731 | 5367 | 2636 | 2731 |
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 | 323127 | 176282 | -205967 | 382170 | 295821 | 282785 |
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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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