Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153389.627 | 983724.837 | 169664.7899 | 23268656.4402 | 15045455.2576 | 8223201.1826 |
Total P&L (%) | 1153.3896 | 983.7248 | 169.6648 | 23268.6564 | 15045.4553 | 8223.2012 |
Avg Daily Profit (%) | 0.6342 | 0.5409 | 0.0933 | 0.3003 | 0.2764 | 0.2434 |
Buy And Hold Return (%) | 619.9528 | 619.9528 | 619.9528 | 619.9528 | 619.9528 | 619.9528 |
Max Trade Drawdown | -108998 | -55156 | -93132 | -10388943 | -16886340 | -7760184 |
Profit Factor | 2.1321 | 2.9299 | 1.3333 | 1.2859 | 1.3475 | 1.2158 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 124 | 57 | 67 | 124 | 57 | 67 |
Losing Trades | 168 | 89 | 79 | 168 | 89 | 79 |
Profitability (%) | 42.4658 | 39.0411 | 45.8904 | 42.4658 | 39.0411 | 45.8904 |
Ratio Avg Win / Avg Loss | 2.8887 | 4.5747 | 1.5721 | 1.7421 | 2.104 | 1.4336 |
Largest Winning Trade | 272689 | 272689 | 44919 | 13561995 | 13561995 | 6474956 |
Largest Losing Trade | -29353 | -20579 | -29353 | -4461021 | -4461021 | -2234790 |
Avg Bars in Trades | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Winners | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 5371 | 2616 | 2755 | 5371 | 2616 | 2755 |
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 | 246953 | 99032 | -234285 | 319641 | 216881 | 233655 |
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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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