Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120984.6462 | 946721.6388 | 174263.0074 | 27362100.3856 | 21327964.9205 | 6034135.4651 |
Total P&L (%) | 1120.9846 | 946.7216 | 174.263 | 27362.1004 | 21327.9649 | 6034.1355 |
Avg Daily Profit (%) | 0.6139 | 0.5185 | 0.0954 | 0.308 | 0.2944 | 0.2257 |
Buy And Hold Return (%) | 753.0806 | 753.0806 | 753.0806 | 753.0806 | 753.0806 | 753.0806 |
Max Trade Drawdown | -51888 | -71982 | -59856 | -19667041 | -18242158 | -13309964 |
Profit Factor | 2.3667 | 3.4969 | 1.3951 | 1.2723 | 1.4399 | 1.116 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Profitability (%) | 42.8571 | 40 | 45.7143 | 42.8571 | 40 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.1556 | 5.2453 | 1.6567 | 1.6963 | 2.1599 | 1.3252 |
Largest Winning Trade | 269412 | 269412 | 53223 | 16620988 | 16620988 | 8626452 |
Largest Losing Trade | -21933 | -18870 | -21933 | -7440657 | -5289486 | -7440657 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 27 | 30 | 25 | 27 | 30 | 25 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3577 | 1786 | 1791 | 3577 | 1786 | 1791 |
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 | 32130 | -72218 | -231226 | 309077 | 252316 | -86344 |
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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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