Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160746.9321 | 999375.8226 | 161371.1095 | 18399444.1795 | 15892604.6273 | 2506839.5523 |
Total P&L (%) | 1160.7469 | 999.3758 | 161.3711 | 18399.4442 | 15892.6046 | 2506.8396 |
Avg Daily Profit (%) | 0.6401 | 0.5511 | 0.089 | 0.2883 | 0.2802 | 0.18 |
Buy And Hold Return (%) | 523.4187 | 523.4187 | 523.4187 | 523.4187 | 523.4187 | 523.4187 |
Max Trade Drawdown | -99814 | -87318 | -84943 | -40418611 | -33402165 | -16429883 |
Profit Factor | 2.1043 | 2.8299 | 1.3196 | 1.1421 | 1.2212 | 1.0435 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 146 | 68 | 78 | 146 | 68 | 78 |
Losing Trades | 174 | 92 | 82 | 174 | 92 | 82 |
Profitability (%) | 45.625 | 42.5 | 48.75 | 45.625 | 42.5 | 48.75 |
Ratio Avg Win / Avg Loss | 2.5079 | 3.8287 | 1.3872 | 1.3612 | 1.6523 | 1.097 |
Largest Winning Trade | 308673 | 308673 | 43163 | 25377389 | 25377389 | 7762493 |
Largest Losing Trade | -34341 | -17637 | -34341 | -5742602 | -5742602 | -3879372 |
Avg Bars in Trades | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Winners | 25 | 27 | 23 | 25 | 27 | 23 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 5369 | 2619 | 2750 | 5369 | 2619 | 2750 |
Profit Streak | 0 | 13.7137 | 0 | 0 | 13.7137 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382056 | 276059 | -239650 | -55158 | 293703 | -166263 |
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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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