Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1123357.9388 | 959432.1083 | 163925.8305 | 24114785.3388 | 29638534.2944 | -5523748.9556 |
Total P&L (%) | 1123.3579 | 959.4321 | 163.9258 | 24114.7853 | 29638.5343 | -5523.749 |
Avg Daily Profit (%) | 0.6195 | 0.5291 | 0.0904 | 0.3032 | 0.3146 | 0 |
Buy And Hold Return (%) | 686.9935 | 686.9935 | 686.9935 | 686.9935 | 686.9935 | 686.9935 |
Max Trade Drawdown | -80464 | -62420 | -139803 | -15105956 | -13742199 | -21549631 |
Profit Factor | 1.7326 | 2.4417 | 1.1889 | 1.1609 | 1.4534 | 0.9346 |
Total Trades | 403 | 201 | 202 | 403 | 201 | 202 |
Winning Trades | 225 | 109 | 116 | 225 | 109 | 116 |
Losing Trades | 178 | 92 | 86 | 178 | 92 | 86 |
Profitability (%) | 55.8313 | 54.2289 | 57.4257 | 55.8313 | 54.2289 | 57.4257 |
Ratio Avg Win / Avg Loss | 1.3707 | 2.0609 | 0.8814 | 0.9184 | 1.2267 | 0.6929 |
Largest Winning Trade | 243118 | 243118 | 62682 | 5672717 | 5672717 | 3466070 |
Largest Losing Trade | -51646 | -28849 | -51646 | -5343550 | -5283762 | -5343550 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 5175 | 2625 | 2550 | 5175 | 2625 | 2550 |
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 | 274161 | -25575 | -250725 | -33149 | 408997 | -579035 |
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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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