Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126527.1047 | 964047.61 | 162479.4947 | 21074107.4171 | 17294499.2257 | 3779608.1914 |
Total P&L (%) | 1126.5271 | 964.0476 | 162.4795 | 21074.1074 | 17294.4992 | 3779.6082 |
Avg Daily Profit (%) | 0.621 | 0.5314 | 0.0896 | 0.2957 | 0.2848 | 0.2019 |
Buy And Hold Return (%) | 349.557 | 349.557 | 349.557 | 349.557 | 349.557 | 349.557 |
Max Trade Drawdown | -59561 | -62734 | -55850 | -17522337 | -16984220 | -9884608 |
Profit Factor | 2.1142 | 2.8727 | 1.3274 | 1.2318 | 1.3741 | 1.0846 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 102 | 45 | 57 | 102 | 45 | 57 |
Losing Trades | 196 | 104 | 92 | 196 | 104 | 92 |
Profitability (%) | 34.2282 | 30.2013 | 38.255 | 34.2282 | 30.2013 | 38.255 |
Ratio Avg Win / Avg Loss | 4.0626 | 6.6392 | 2.1425 | 2.367 | 3.1757 | 1.7506 |
Largest Winning Trade | 272676 | 272676 | 46184 | 8429906 | 8429906 | 5364114 |
Largest Losing Trade | -18254 | -16161 | -18254 | -6896609 | -3904654 | -6896609 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 25 | 27 | 23 | 25 | 27 | 23 |
Avg Bars in Losers | 5 | 4 | 5 | 5 | 4 | 5 |
Bars Traded | 3589 | 1718 | 1871 | 3589 | 1718 | 1871 |
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 | 304076 | 196105 | -242244 | 192109 | 101838 | -122771 |
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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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