Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1214014.8609 | 1021238.6267 | 192776.2342 | 38434704.2541 | 24557099.2615 | 13877604.9926 |
Total P&L (%) | 1214.0149 | 1021.2386 | 192.7762 | 38434.7043 | 24557.0993 | 13877.605 |
Avg Daily Profit (%) | 0.6675 | 0.5615 | 0.106 | 0.3279 | 0.3033 | 0.272 |
Buy And Hold Return (%) | 636.6559 | 636.6559 | 636.6559 | 636.6559 | 636.6559 | 636.6559 |
Max Trade Drawdown | -109064 | -58812 | -96378 | -16336690 | -24137813 | -6496336 |
Profit Factor | 2.2232 | 3.0128 | 1.3974 | 1.3524 | 1.4011 | 1.29 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 135 | 60 | 75 | 135 | 60 | 75 |
Losing Trades | 167 | 91 | 76 | 167 | 91 | 76 |
Profitability (%) | 44.702 | 39.7351 | 49.6689 | 44.702 | 39.7351 | 49.6689 |
Ratio Avg Win / Avg Loss | 2.7502 | 4.5694 | 1.416 | 1.673 | 2.1251 | 1.3072 |
Largest Winning Trade | 280419 | 280419 | 51964 | 22277263 | 22277263 | 8687248 |
Largest Losing Trade | -29353 | -20579 | -29353 | -6151630 | -6151630 | -4085273 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 27 | 31 | 25 | 27 | 31 | 25 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5371 | 2725 | 2646 | 5371 | 2725 | 2646 |
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 | 307866 | 139525 | -216189 | 375952 | 261189 | 326187 |
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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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