Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1227216.6004 | 1035761.9747 | 191454.6257 | 40978041.3906 | 30378920.6184 | 10599120.7723 |
Total P&L (%) | 1227.2166 | 1035.762 | 191.4546 | 40978.0414 | 30378.9206 | 10599.1208 |
Avg Daily Profit (%) | 0.6679 | 0.5637 | 0.1042 | 0.3281 | 0.3118 | 0.2546 |
Buy And Hold Return (%) | 653.359 | 653.359 | 653.359 | 653.359 | 653.359 | 653.359 |
Max Trade Drawdown | -109064 | -55357 | -96378 | -15306779 | -22129914 | -17687859 |
Profit Factor | 2.2055 | 2.977 | 1.3875 | 1.3482 | 1.4804 | 1.1946 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 121 | 54 | 67 | 121 | 54 | 67 |
Losing Trades | 183 | 98 | 85 | 183 | 98 | 85 |
Profitability (%) | 39.8026 | 35.5263 | 44.0789 | 39.8026 | 35.5263 | 44.0789 |
Ratio Avg Win / Avg Loss | 3.3356 | 5.4028 | 1.7602 | 2.0389 | 2.6866 | 1.5156 |
Largest Winning Trade | 287679 | 287679 | 38025 | 21232492 | 21232492 | 8594750 |
Largest Losing Trade | -29353 | -20579 | -29353 | -7486117 | -6307874 | -7486117 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 31 | 36 | 26 | 31 | 36 | 26 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5453 | 2866 | 2588 | 5453 | 2866 | 2588 |
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 | 231695 | 74474 | -219701 | 306853 | 222502 | 49607 |
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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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