Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1050032.4468 | 937521.0366 | 112511.4101 | 7881285.8465 | 6840723.2534 | 1040562.593 |
Total P&L (%) | 1050.0324 | 937.521 | 112.5114 | 7881.2858 | 6840.7233 | 1040.5626 |
Avg Daily Profit (%) | 0.4198 | 0.3749 | 0.045 | 0.1753 | 0.1697 | 0.0974 |
Buy And Hold Return (%) | 469.4789 | 469.4789 | 469.4789 | 469.4789 | 469.4789 | 469.4789 |
Max Trade Drawdown | -119176 | -86825 | -67039 | -23165541 | -14847795 | -15432207 |
Profit Factor | 2.3803 | 3.5431 | 1.287 | 1.0753 | 1.1255 | 1.0208 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 45.9821 | 45.5357 | 46.4286 | 45.9821 | 45.5357 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.7963 | 4.2378 | 1.485 | 1.2632 | 1.3461 | 1.1778 |
Largest Winning Trade | 382766 | 382766 | 62303 | 14951788 | 14951788 | 7374125 |
Largest Losing Trade | -32406 | -21066 | -32406 | -5171337 | -3815374 | -5171337 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 64 | 60 | 68 | 64 | 60 | 68 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 9793 | 4541 | 5252 | 9793 | 4541 | 5252 |
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 | 314969 | 264857 | -300242 | -130256 | -76725 | -267348 |
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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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