Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1099080.2516 | 923305.7754 | 175774.4762 | 25136922.2209 | 13176085.6942 | 11960836.5267 |
Total P&L (%) | 1099.0803 | 923.3058 | 175.7745 | 25136.9222 | 13176.0857 | 11960.8365 |
Avg Daily Profit (%) | 0.5278 | 0.4434 | 0.0844 | 0.2659 | 0.235 | 0.2304 |
Buy And Hold Return (%) | 489.7622 | 489.7622 | 489.7622 | 489.7622 | 489.7622 | 489.7622 |
Max Trade Drawdown | -125940 | -63877 | -112607 | -44008051 | -12832583 | -39088981 |
Profit Factor | 2.0867 | 2.8994 | 1.3347 | 1.1326 | 1.1541 | 1.1149 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Losing Trades | 160 | 78 | 82 | 160 | 78 | 82 |
Profitability (%) | 43.8596 | 45.4545 | 42.2535 | 43.8596 | 45.4545 | 42.2535 |
Ratio Avg Win / Avg Loss | 2.671 | 3.4792 | 1.824 | 1.4497 | 1.385 | 1.5237 |
Largest Winning Trade | 376717 | 376717 | 48388 | 10513357 | 9373010 | 10513357 |
Largest Losing Trade | -25038 | -25038 | -22693 | -10266257 | -5084918 | -10266257 |
Avg Bars in Trades | 86 | 75 | 98 | 86 | 75 | 98 |
Avg Bars in Winners | 121 | 106 | 136 | 121 | 106 | 136 |
Avg Bars in Losers | 60 | 49 | 70 | 60 | 49 | 70 |
Bars Traded | 24758 | 10803 | 13954 | 24758 | 10803 | 13954 |
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 | 311332 | 218031 | -247826 | -66968 | -44581 | -87914 |
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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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