Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1151195.4055 | 973496.8658 | 177698.5397 | 31770942.2481 | 27895300.1119 | 3875642.1362 |
Total P&L (%) | 1151.1954 | 973.4969 | 177.6985 | 31770.9422 | 27895.3001 | 3875.6421 |
Avg Daily Profit (%) | 0.6304 | 0.5331 | 0.0973 | 0.3162 | 0.3091 | 0.2019 |
Buy And Hold Return (%) | 468.3178 | 468.3178 | 468.3178 | 468.3178 | 468.3178 | 468.3178 |
Max Trade Drawdown | -78346 | -78269 | -56861 | -52327490 | -42106687 | -23559967 |
Profit Factor | 2.3417 | 3.252 | 1.4174 | 1.1877 | 1.3167 | 1.0478 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 139 | 72 | 67 | 139 | 72 | 67 |
Profitability (%) | 36.2385 | 33.945 | 38.5321 | 36.2385 | 33.945 | 38.5321 |
Ratio Avg Win / Avg Loss | 4.1201 | 6.3283 | 2.261 | 2.0898 | 2.5623 | 1.6714 |
Largest Winning Trade | 269412 | 269412 | 45306 | 34837554 | 34837554 | 15122568 |
Largest Losing Trade | -19304 | -19133 | -19304 | -15369973 | -6258110 | -15369973 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 33 | 34 | 32 | 33 | 34 | 32 |
Avg Bars in Losers | 6 | 5 | 8 | 6 | 5 | 8 |
Bars Traded | 3585 | 1681 | 1903 | 3585 | 1681 | 1903 |
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 | 302720 | 162264 | -231363 | -7802 | 145338 | -163277 |
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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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