Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025300.1582 | 828813.8628 | 196486.2954 | 9083672.1145 | 190337.6718 | 8893334.4426 |
Total P&L (%) | 1025.3002 | 828.8139 | 196.4863 | 9083.6721 | 190.3377 | 8893.3344 |
Avg Daily Profit (%) | 0.4922 | 0.3979 | 0.0943 | 0.2172 | 0.0512 | 0.2162 |
Buy And Hold Return (%) | 45.083 | 45.083 | 45.083 | 45.083 | 45.083 | 45.083 |
Max Trade Drawdown | -101189 | -77053 | -109921 | -17864878 | -14915104 | -8554383 |
Profit Factor | 2.4274 | 3.1637 | 1.5861 | 1.1957 | 1.0072 | 1.4449 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 107 | 60 | 47 | 107 | 60 | 47 |
Profitability (%) | 37.7907 | 30.2326 | 45.3488 | 37.7907 | 30.2326 | 45.3488 |
Ratio Avg Win / Avg Loss | 3.9959 | 7.301 | 1.9115 | 1.9682 | 2.3243 | 1.7412 |
Largest Winning Trade | 339868 | 339868 | 52152 | 10074307 | 10074307 | 6192554 |
Largest Losing Trade | -21830 | -21830 | -17979 | -4443842 | -2766424 | -4443842 |
Avg Bars in Trades | 142 | 128 | 156 | 142 | 128 | 156 |
Avg Bars in Winners | 259 | 273 | 250 | 259 | 273 | 250 |
Avg Bars in Losers | 71 | 66 | 77 | 71 | 66 | 77 |
Bars Traded | 24503 | 11085 | 13418 | 24503 | 11085 | 13418 |
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 | 407267 | 279484 | -68138 | 5471 | -346099 | 292447 |
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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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