Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1634020.574 | 1478037.8965 | 155982.6775 | 21373749.5207 | 13921447.5191 | 7452302.0016 |
Total P&L (%) | 1634.0206 | 1478.0379 | 155.9827 | 21373.7495 | 13921.4475 | 7452.302 |
Avg Daily Profit (%) | 0.8995 | 0.8136 | 0.0859 | 0.296 | 0.2725 | 0.2383 |
Buy And Hold Return (%) | 612.8325 | 612.8325 | 612.8325 | 612.8325 | 612.8325 | 612.8325 |
Max Trade Drawdown | -92743 | -53970 | -66154 | -23202406 | -20066209 | -14980405 |
Profit Factor | 2.9381 | 4.4914 | 1.3716 | 1.2463 | 1.3004 | 1.1844 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 192 | 97 | 95 | 192 | 97 | 95 |
Profitability (%) | 29.927 | 29.1971 | 30.6569 | 29.927 | 29.1971 | 30.6569 |
Ratio Avg Win / Avg Loss | 6.8794 | 10.8917 | 3.1024 | 2.9183 | 3.1535 | 2.6789 |
Largest Winning Trade | 1008884 | 1008884 | 62690 | 16854706 | 16854706 | 9643659 |
Largest Losing Trade | -17941 | -17941 | -15421 | -5317859 | -5317859 | -4587264 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 48 | 43 | 53 | 48 | 43 | 53 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5369 | 2443 | 2926 | 5369 | 2443 | 2926 |
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 | 326400 | 188151 | -249904 | 120128 | -1375 | -15698 |
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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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