Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1491215.0513 | 1318302.0481 | 172913.0032 | 23555233.983 | 1122660.5895 | 22432573.3936 |
Total P&L (%) | 1491.2151 | 1318.302 | 172.913 | 23555.234 | 1122.6606 | 22432.5734 |
Avg Daily Profit (%) | 0.6723 | 0.5944 | 0.078 | 0.2468 | 0.1129 | 0.2446 |
Buy And Hold Return (%) | 577.48 | 577.48 | 577.48 | 577.48 | 577.48 | 577.48 |
Max Trade Drawdown | -99702 | -78870 | -101453 | -45875237 | -39565397 | -17648046 |
Profit Factor | 2.2172 | 3.2384 | 1.2718 | 1.1315 | 1.0114 | 1.2777 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Losing Trades | 227 | 116 | 111 | 227 | 116 | 111 |
Profitability (%) | 37.2928 | 35.9116 | 38.674 | 37.2928 | 35.9116 | 38.674 |
Ratio Avg Win / Avg Loss | 3.7282 | 5.7793 | 2.0167 | 1.9026 | 1.805 | 2.0261 |
Largest Winning Trade | 855478 | 855478 | 51504 | 21241629 | 21241629 | 8546099 |
Largest Losing Trade | -36695 | -11989 | -36695 | -6044585 | -6044585 | -5232418 |
Avg Bars in Trades | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Winners | 32 | 36 | 29 | 32 | 36 | 29 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 6614 | 3566 | 3049 | 6614 | 3566 | 3049 |
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 | 361451 | 280316 | -257350 | -69079 | -260729 | 206749 |
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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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