Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1187356.0305 | 989958.009 | 197398.0215 | 40324460.1303 | 36921979.8921 | 3402480.2382 |
Total P&L (%) | 1187.356 | 989.958 | 197.398 | 40324.4601 | 36921.9799 | 3402.4802 |
Avg Daily Profit (%) | 0.6533 | 0.5447 | 0.1086 | 0.3308 | 0.3259 | 0.1958 |
Buy And Hold Return (%) | 401.3957 | 401.3957 | 401.3957 | 401.3957 | 401.3957 | 401.3957 |
Max Trade Drawdown | -85295 | -81089 | -52672 | -74712955 | -58091301 | -30328260 |
Profit Factor | 2.3588 | 3.2005 | 1.4656 | 1.1528 | 1.2688 | 1.0269 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Profitability (%) | 35.5372 | 33.0579 | 38.0165 | 35.5372 | 33.0579 | 38.0165 |
Ratio Avg Win / Avg Loss | 4.2788 | 6.481 | 2.3896 | 2.0911 | 2.5694 | 1.6743 |
Largest Winning Trade | 272599 | 272599 | 46184 | 26599637 | 26599637 | 20679404 |
Largest Losing Trade | -19061 | -16159 | -19061 | -21017718 | -11829397 | -21017718 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 6 | 5 | 7 | 6 | 5 | 7 |
Bars Traded | 3601 | 1703 | 1898 | 3601 | 1703 | 1898 |
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 | 330334 | 243966 | -216178 | -46256 | 128693 | -186453 |
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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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