Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1887213.2273 | 1788263.7112 | 98949.5161 | 3336006.2633 | -7284241.5743 | 10620247.8376 |
Total P&L (%) | 1887.2132 | 1788.2637 | 98.9495 | 3336.0063 | -7284.2416 | 10620.2478 |
Avg Daily Profit (%) | 1.0503 | 0.9952 | 0.0551 | 0.197 | 0 | 0.2605 |
Buy And Hold Return (%) | 289.7818 | 289.7818 | 289.7818 | 289.7818 | 289.7818 | 289.7818 |
Max Trade Drawdown | -128786 | -164152 | -104646 | -14700278 | -22540651 | -6355063 |
Profit Factor | 2.9642 | 4.8171 | 1.201 | 1.0424 | 0.8302 | 1.2962 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 142 | 74 | 68 | 142 | 74 | 68 |
Profitability (%) | 42.7419 | 40.3226 | 45.1613 | 42.7419 | 40.3226 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.9709 | 7.1293 | 1.4583 | 1.3964 | 1.2287 | 1.574 |
Largest Winning Trade | 1423398 | 1423398 | 55528 | 7789114 | 7789114 | 5572591 |
Largest Losing Trade | -32892 | -22817 | -32892 | -3612165 | -2528250 | -3612165 |
Avg Bars in Trades | 41 | 36 | 47 | 41 | 36 | 47 |
Avg Bars in Winners | 63 | 51 | 74 | 63 | 51 | 74 |
Avg Bars in Losers | 25 | 25 | 26 | 25 | 25 | 26 |
Bars Traded | 10396 | 4465 | 5931 | 10396 | 4465 | 5931 |
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 | 618994 | 592389 | -287786 | -167442 | -583099 | 274316 |
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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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