Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089982.423 | 949078.0807 | 140904.3422 | 13608337.194 | 9627100.6426 | 3981236.5514 |
Total P&L (%) | 1089.9824 | 949.0781 | 140.9043 | 13608.3372 | 9627.1006 | 3981.2366 |
Avg Daily Profit (%) | 0.6014 | 0.5237 | 0.0777 | 0.2719 | 0.2529 | 0.2049 |
Buy And Hold Return (%) | 498.0723 | 498.0723 | 498.0723 | 498.0723 | 498.0723 | 498.0723 |
Max Trade Drawdown | -109064 | -66327 | -91780 | -9720160 | -12017622 | -3613932 |
Profit Factor | 2.1874 | 3.0454 | 1.3104 | 1.2803 | 1.3603 | 1.1824 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 136 | 71 | 65 | 136 | 71 | 65 |
Profitability (%) | 41.8803 | 39.3162 | 44.4444 | 41.8803 | 39.3162 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.0356 | 4.7004 | 1.638 | 1.7768 | 2.0996 | 1.478 |
Largest Winning Trade | 272689 | 272689 | 63828 | 9762405 | 9762405 | 3534036 |
Largest Losing Trade | -29353 | -20579 | -29353 | -2578297 | -2578297 | -1508587 |
Avg Bars in Trades | 22 | 21 | 24 | 22 | 21 | 24 |
Avg Bars in Winners | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 5367 | 2496 | 2871 | 5367 | 2496 | 2871 |
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 | 300328 | 179376 | -255787 | 290572 | 213585 | -13900 |
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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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