Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1269398.9636 | 1049097.9026 | 220301.061 | 77155544.528 | 58844196.6945 | 18311347.8335 |
Total P&L (%) | 1269.399 | 1049.0979 | 220.3011 | 77155.5445 | 58844.1967 | 18311.3478 |
Avg Daily Profit (%) | 0.6991 | 0.5778 | 0.1213 | 0.3669 | 0.352 | 0.2877 |
Buy And Hold Return (%) | 640.1619 | 640.1619 | 640.1619 | 640.1619 | 640.1619 | 640.1619 |
Max Trade Drawdown | -75510 | -54102 | -52529 | -62004589 | -55663028 | -46414774 |
Profit Factor | 2.8792 | 3.9818 | 1.6807 | 1.2607 | 1.3755 | 1.1315 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 44.0476 | 40.4762 | 47.619 | 44.0476 | 40.4762 | 47.619 |
Ratio Avg Win / Avg Loss | 3.6574 | 5.8556 | 1.8487 | 1.6014 | 2.0228 | 1.2446 |
Largest Winning Trade | 278450 | 278450 | 67004 | 47095070 | 47095070 | 27601618 |
Largest Losing Trade | -30457 | -22261 | -30457 | -18036948 | -18036948 | -16207167 |
Avg Bars in Trades | 31 | 30 | 33 | 31 | 30 | 33 |
Avg Bars in Winners | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5367 | 2539 | 2828 | 5367 | 2539 | 2828 |
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 | 337082 | 179465 | -194878 | 323433 | 250554 | -68364 |
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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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