Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001169.9947 | 854539.8051 | 146630.1896 | 10843455.1323 | 9981650.1171 | 861805.0152 |
Total P&L (%) | 1001.17 | 854.5398 | 146.6302 | 10843.4551 | 9981.6501 | 861.805 |
Avg Daily Profit (%) | 0.4806 | 0.4102 | 0.0704 | 0.2257 | 0.2217 | 0.1087 |
Buy And Hold Return (%) | 262.6054 | 262.6054 | 262.6054 | 262.6054 | 262.6054 | 262.6054 |
Max Trade Drawdown | -90080 | -62434 | -90204 | -30446965 | -16668009 | -25954726 |
Profit Factor | 2.9855 | 4.4934 | 1.5648 | 1.1087 | 1.1992 | 1.0174 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 35.5932 | 35.5932 | 35.5932 | 35.5932 | 35.5932 | 35.5932 |
Ratio Avg Win / Avg Loss | 5.4024 | 8.1308 | 2.8315 | 2.0063 | 2.1701 | 1.8409 |
Largest Winning Trade | 312935 | 312935 | 57141 | 16070381 | 16070381 | 11525795 |
Largest Losing Trade | -27512 | -18376 | -27512 | -7030188 | -4967543 | -7030188 |
Avg Bars in Trades | 207 | 182 | 231 | 207 | 182 | 231 |
Avg Bars in Winners | 470 | 377 | 563 | 470 | 377 | 563 |
Avg Bars in Losers | 61 | 75 | 47 | 61 | 75 | 47 |
Bars Traded | 24451 | 10796 | 13655 | 24451 | 10796 | 13655 |
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 | 304558 | -168188 | -444477 | -96846 | -174586 | -433157 |
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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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