Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1084680.2774 | 920119.9055 | 164560.3719 | 22666304.4208 | 22070770.1399 | 595534.2808 |
Total P&L (%) | 1084.6803 | 920.1199 | 164.5604 | 22666.3044 | 22070.7701 | 595.5343 |
Avg Daily Profit (%) | 0.5965 | 0.506 | 0.0905 | 0.299 | 0.2975 | 0.1067 |
Buy And Hold Return (%) | 634.9871 | 634.9871 | 634.9871 | 634.9871 | 634.9871 | 634.9871 |
Max Trade Drawdown | -63717 | -83569 | -54096 | -16788533 | -12415587 | -11975208 |
Profit Factor | 2.5317 | 3.6694 | 1.4528 | 1.2213 | 1.4316 | 1.0116 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 50 | 47.4359 | 52.5641 | 50 | 47.4359 | 52.5641 |
Ratio Avg Win / Avg Loss | 2.5317 | 4.066 | 1.311 | 1.2213 | 1.5863 | 0.9129 |
Largest Winning Trade | 269974 | 269974 | 55800 | 13851664 | 13851664 | 7262393 |
Largest Losing Trade | -30457 | -18927 | -30457 | -4617205 | -4311058 | -4617205 |
Avg Bars in Trades | 34 | 32 | 35 | 34 | 32 | 35 |
Avg Bars in Winners | 51 | 50 | 51 | 51 | 50 | 51 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 5367 | 2563 | 2804 | 5367 | 2563 | 2804 |
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 | 296509 | -44060 | -271024 | 334943 | -24585 | -459414 |
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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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