Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136194.4435 | 978434.8993 | 157759.5441 | 17991617.9877 | 12262129.7402 | 5729488.2476 |
Total P&L (%) | 1136.1944 | 978.4349 | 157.7595 | 17991.618 | 12262.1297 | 5729.4882 |
Avg Daily Profit (%) | 0.6229 | 0.5364 | 0.0865 | 0.2854 | 0.2645 | 0.2231 |
Buy And Hold Return (%) | 732.6988 | 732.6988 | 732.6988 | 732.6988 | 732.6988 | 732.6988 |
Max Trade Drawdown | -123086 | -58139 | -102753 | -9517781 | -12697972 | -4624536 |
Profit Factor | 2.1716 | 3.0437 | 1.3213 | 1.3287 | 1.4267 | 1.2204 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 151 | 80 | 71 | 151 | 80 | 71 |
Profitability (%) | 41.9231 | 38.4615 | 45.3846 | 41.9231 | 38.4615 | 45.3846 |
Ratio Avg Win / Avg Loss | 3.0084 | 4.8699 | 1.59 | 1.8407 | 2.2827 | 1.4687 |
Largest Winning Trade | 282820 | 282820 | 57289 | 11214761 | 11214761 | 3852108 |
Largest Losing Trade | -34341 | -20579 | -34341 | -3104109 | -3104109 | -1765220 |
Avg Bars in Trades | 20 | 20 | 21 | 20 | 20 | 21 |
Avg Bars in Winners | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5366 | 2601 | 2765 | 5366 | 2601 | 2765 |
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 | 158273 | -49127 | -243664 | 310861 | 221003 | 219844 |
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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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