Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1699388.9845 | 1518274.155 | 181114.8295 | 36772944.5593 | 23665350.5903 | 13107593.969 |
Total P&L (%) | 1699.389 | 1518.2742 | 181.1148 | 36772.9446 | 23665.3506 | 13107.594 |
Avg Daily Profit (%) | 0.9312 | 0.8319 | 0.0992 | 0.3244 | 0.3002 | 0.2679 |
Buy And Hold Return (%) | 710.7912 | 710.7912 | 710.7912 | 710.7912 | 710.7912 | 710.7912 |
Max Trade Drawdown | -72205 | -55342 | -56697 | -47163467 | -36177861 | -28305444 |
Profit Factor | 3.3307 | 5.28 | 1.4837 | 1.2126 | 1.27 | 1.1536 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Profitability (%) | 32.1267 | 30 | 34.2342 | 32.1267 | 30 | 34.2342 |
Ratio Avg Win / Avg Loss | 7.0366 | 12.3201 | 2.8503 | 2.5618 | 2.9632 | 2.2161 |
Largest Winning Trade | 1039972 | 1039972 | 62690 | 30384900 | 30384900 | 18656761 |
Largest Losing Trade | -26916 | -13670 | -26916 | -9316883 | -9316883 | -8269711 |
Avg Bars in Trades | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Winners | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 5349 | 2488 | 2861 | 5349 | 2488 | 2861 |
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 | 354544 | 268218 | -230057 | 152822 | 77192 | -47936 |
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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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