Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116424.6057 | 984133.1563 | 132291.4494 | 3535872.8804 | 2503160.3098 | 1032712.5705 |
Total P&L (%) | 1116.4246 | 984.1332 | 132.2914 | 3535.8729 | 2503.1603 | 1032.7126 |
Avg Daily Profit (%) | 0.5359 | 0.4724 | 0.0635 | 0.1726 | 0.1566 | 0.1166 |
Buy And Hold Return (%) | 85.7143 | 85.7143 | 85.7143 | 85.7143 | 85.7143 | 85.7143 |
Max Trade Drawdown | -167039 | -128050 | -145386 | -21732860 | -15253824 | -6527579 |
Profit Factor | 1.983 | 2.7428 | 1.2317 | 1.0759 | 1.095 | 1.051 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Profitability (%) | 40.8257 | 37.6147 | 44.0367 | 40.8257 | 37.6147 | 44.0367 |
Ratio Avg Win / Avg Loss | 2.8743 | 4.549 | 1.5653 | 1.5594 | 1.8161 | 1.3356 |
Largest Winning Trade | 494307 | 494307 | 58666 | 13071438 | 13071438 | 3123791 |
Largest Losing Trade | -38321 | -38321 | -29791 | -4095998 | -4095998 | -2862140 |
Avg Bars in Trades | 112 | 106 | 117 | 112 | 106 | 117 |
Avg Bars in Winners | 174 | 172 | 176 | 174 | 172 | 176 |
Avg Bars in Losers | 69 | 67 | 71 | 69 | 67 | 71 |
Bars Traded | 24495 | 11652 | 12843 | 24495 | 11652 | 12843 |
Profit Streak | 0 | 0 | 18.8283 | 0 | 0 | 18.8283 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440973 | 378678 | -119317 | -130574 | -112300 | -203432 |
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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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