Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931708.7465 | 841368.4372 | 90340.3094 | 6648298.8509 | 15659811.3064 | -9011512.4555 |
Total P&L (%) | 931.7087 | 841.3684 | 90.3403 | 6648.2989 | 15659.8113 | -9011.5125 |
Avg Daily Profit (%) | 0.3726 | 0.3365 | 0.0361 | 0.1686 | 0.2026 | 0 |
Buy And Hold Return (%) | 760.0338 | 760.0338 | 760.0338 | 760.0338 | 760.0338 | 760.0338 |
Max Trade Drawdown | -131489 | -84716 | -111684 | -18538053 | -7863999 | -12324383 |
Profit Factor | 1.9555 | 2.8911 | 1.1704 | 1.1144 | 1.6365 | 0.7309 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Losing Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Profitability (%) | 44.0476 | 45.2381 | 42.8571 | 44.0476 | 45.2381 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.484 | 3.4997 | 1.5605 | 1.4156 | 1.981 | 0.9746 |
Largest Winning Trade | 323797 | 323797 | 50865 | 14329514 | 14329514 | 5003065 |
Largest Losing Trade | -33264 | -32862 | -33264 | -6556394 | -5352641 | -6556394 |
Avg Bars in Trades | 38 | 41 | 35 | 38 | 41 | 35 |
Avg Bars in Winners | 53 | 54 | 53 | 53 | 54 | 53 |
Avg Bars in Losers | 26 | 30 | 22 | 26 | 30 | 22 |
Bars Traded | 9676 | 5181 | 4495 | 9676 | 5181 | 4495 |
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 | -83273 | -119831 | -345400 | -87871 | 327132 | -583775 |
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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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