Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1186400.5705 | 1002077.3681 | 184323.2024 | 29141834.8991 | 18262058.3634 | 10879776.5357 |
Total P&L (%) | 1186.4006 | 1002.0774 | 184.3232 | 29141.8349 | 18262.0584 | 10879.7765 |
Avg Daily Profit (%) | 0.6523 | 0.551 | 0.1014 | 0.3127 | 0.287 | 0.2587 |
Buy And Hold Return (%) | 635.919 | 635.919 | 635.919 | 635.919 | 635.919 | 635.919 |
Max Trade Drawdown | -109064 | -60213 | -96378 | -17158416 | -21615060 | -6260018 |
Profit Factor | 2.2034 | 2.9616 | 1.388 | 1.3114 | 1.3457 | 1.2669 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 116 | 54 | 62 | 116 | 54 | 62 |
Losing Trades | 168 | 88 | 80 | 168 | 88 | 80 |
Profitability (%) | 40.8451 | 38.0282 | 43.662 | 40.8451 | 38.0282 | 43.662 |
Ratio Avg Win / Avg Loss | 3.1912 | 4.8264 | 1.791 | 1.8992 | 2.1929 | 1.6347 |
Largest Winning Trade | 287679 | 287679 | 38025 | 18929562 | 18929562 | 6054078 |
Largest Losing Trade | -29353 | -20579 | -29353 | -6268646 | -6268646 | -2452154 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 5369 | 2786 | 2583 | 5369 | 2786 | 2583 |
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 | 234547 | 87150 | -224081 | 304865 | 205192 | 258018 |
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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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