Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1179692.9886 | 1019077.4872 | 160615.5014 | 19821800.68 | 12643149.195 | 7178651.485 |
Total P&L (%) | 1179.693 | 1019.0775 | 160.6155 | 19821.8007 | 12643.1492 | 7178.6515 |
Avg Daily Profit (%) | 0.6476 | 0.5595 | 0.0882 | 0.2911 | 0.2665 | 0.2357 |
Buy And Hold Return (%) | 666.401 | 666.401 | 666.401 | 666.401 | 666.401 | 666.401 |
Max Trade Drawdown | -78266 | -101954 | -64615 | -10621839 | -9033483 | -4818902 |
Profit Factor | 2.2199 | 2.7951 | 1.4022 | 1.3812 | 1.4107 | 1.3384 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 119 | 56 | 63 | 119 | 56 | 63 |
Losing Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Profitability (%) | 48.5714 | 45.9016 | 51.2195 | 48.5714 | 45.9016 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.3505 | 3.2943 | 1.3354 | 1.4625 | 1.6626 | 1.2747 |
Largest Winning Trade | 335024 | 335024 | 42623 | 7649278 | 7649278 | 2862628 |
Largest Losing Trade | -33849 | -33849 | -20354 | -4704863 | -4704863 | -3213997 |
Avg Bars in Trades | 14 | 22 | 6 | 14 | 22 | 6 |
Avg Bars in Winners | 19 | 31 | 8 | 19 | 31 | 8 |
Avg Bars in Losers | 10 | 14 | 5 | 10 | 14 | 5 |
Bars Traded | 3586 | 2764 | 822 | 3586 | 2764 | 822 |
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 | 312192 | 175365 | -240096 | 374417 | 321526 | 319297 |
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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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