Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1056740.9382 | 896580.5707 | 160160.3675 | 23706064.1955 | 12867792.6721 | 10838271.5234 |
Total P&L (%) | 1056.7409 | 896.5806 | 160.1604 | 23706.0642 | 12867.7927 | 10838.2715 |
Avg Daily Profit (%) | 0.4227 | 0.3587 | 0.0641 | 0.2192 | 0.1948 | 0.188 |
Buy And Hold Return (%) | 480.9548 | 480.9548 | 480.9548 | 480.9548 | 480.9548 | 480.9548 |
Max Trade Drawdown | -85601 | -60276 | -78657 | -24069017 | -22517766 | -17070161 |
Profit Factor | 2.2338 | 3.2243 | 1.3532 | 1.1927 | 1.1788 | 1.2124 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Losing Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Profitability (%) | 49.434 | 50.3759 | 48.4848 | 49.434 | 50.3759 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.2849 | 3.1762 | 1.4378 | 1.22 | 1.1612 | 1.2881 |
Largest Winning Trade | 358355 | 358355 | 59212 | 14141429 | 14141429 | 7072176 |
Largest Losing Trade | -28249 | -28249 | -26876 | -11558625 | -11558625 | -6979029 |
Avg Bars in Trades | 36 | 30 | 43 | 36 | 30 | 43 |
Avg Bars in Winners | 50 | 37 | 63 | 50 | 37 | 63 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 9788 | 4103 | 5685 | 9788 | 4103 | 5685 |
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 | 352247 | 273949 | -273540 | 30404 | -16003 | 240845 |
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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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