Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176847.6753 | 996768.3055 | 180079.3698 | 27296322.8763 | 17191659.6837 | 10104663.1926 |
Total P&L (%) | 1176.8477 | 996.7683 | 180.0794 | 27296.3229 | 17191.6597 | 10104.6632 |
Avg Daily Profit (%) | 0.6484 | 0.5492 | 0.0992 | 0.3097 | 0.2843 | 0.2552 |
Buy And Hold Return (%) | 604.7235 | 604.7235 | 604.7235 | 604.7235 | 604.7235 | 604.7235 |
Max Trade Drawdown | -109064 | -59851 | -96378 | -11676281 | -16180802 | -4616401 |
Profit Factor | 2.2012 | 2.9658 | 1.381 | 1.4248 | 1.4814 | 1.3539 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 110 | 50 | 60 | 110 | 50 | 60 |
Losing Trades | 156 | 83 | 73 | 156 | 83 | 73 |
Profitability (%) | 41.3534 | 37.594 | 45.1128 | 41.3534 | 37.594 | 45.1128 |
Ratio Avg Win / Avg Loss | 3.1217 | 4.9232 | 1.6802 | 2.0206 | 2.4592 | 1.6473 |
Largest Winning Trade | 280419 | 280419 | 45529 | 14994013 | 14994013 | 5139985 |
Largest Losing Trade | -29353 | -20579 | -29353 | -3962393 | -3962393 | -2230466 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 33 | 37 | 30 | 33 | 37 | 30 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 5370 | 2720 | 2650 | 5370 | 2720 | 2650 |
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 | 256217 | 97360 | -226429 | 332636 | 227297 | 295541 |
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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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