Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144110.2623 | 979544.3413 | 164565.921 | 18516328.1726 | 10953140.726 | 7563187.4466 |
Total P&L (%) | 1144.1103 | 979.5443 | 164.5659 | 18516.3282 | 10953.1407 | 7563.1874 |
Avg Daily Profit (%) | 0.6266 | 0.5364 | 0.0901 | 0.2866 | 0.258 | 0.2379 |
Buy And Hold Return (%) | 749.9897 | 749.9897 | 749.9897 | 749.9897 | 749.9897 | 749.9897 |
Max Trade Drawdown | -89350 | -119343 | -60918 | -12997270 | -11494080 | -5308227 |
Profit Factor | 2.1296 | 2.6284 | 1.4001 | 1.2785 | 1.256 | 1.3192 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 137 | 63 | 74 | 137 | 63 | 74 |
Losing Trades | 131 | 71 | 60 | 131 | 71 | 60 |
Profitability (%) | 51.1194 | 47.0149 | 55.2239 | 51.1194 | 47.0149 | 55.2239 |
Ratio Avg Win / Avg Loss | 2.0363 | 2.9621 | 1.1352 | 1.2225 | 1.4154 | 1.0696 |
Largest Winning Trade | 297246 | 297246 | 36453 | 12025370 | 12025370 | 3855970 |
Largest Losing Trade | -36761 | -36761 | -20354 | -4608819 | -4415642 | -4608819 |
Avg Bars in Trades | 13 | 20 | 6 | 13 | 20 | 6 |
Avg Bars in Winners | 16 | 28 | 7 | 16 | 28 | 7 |
Avg Bars in Losers | 9 | 13 | 5 | 9 | 13 | 5 |
Bars Traded | 3589 | 2739 | 850 | 3589 | 2739 | 850 |
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 | 270233 | -55709 | -236967 | 379996 | 261588 | 335475 |
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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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