Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1165366.3696 | 1006683.7766 | 158682.593 | 7024302.3545 | 3828956.0882 | 3195346.2663 |
Total P&L (%) | 1165.3664 | 1006.6838 | 158.6826 | 7024.3024 | 3828.9561 | 3195.3463 |
Avg Daily Profit (%) | 0.5596 | 0.4834 | 0.0762 | 0.205 | 0.1764 | 0.168 |
Buy And Hold Return (%) | 79.4872 | 79.4872 | 79.4872 | 79.4872 | 79.4872 | 79.4872 |
Max Trade Drawdown | -125730 | -99831 | -169414 | -24506209 | -17877942 | -6702993 |
Profit Factor | 2.0337 | 2.9097 | 1.2644 | 1.1293 | 1.1309 | 1.1274 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 127 | 68 | 59 | 127 | 68 | 59 |
Profitability (%) | 43.8053 | 39.823 | 47.7876 | 43.8053 | 39.823 | 47.7876 |
Ratio Avg Win / Avg Loss | 2.6089 | 4.3969 | 1.3814 | 1.4487 | 1.7089 | 1.2318 |
Largest Winning Trade | 499370 | 499370 | 57530 | 15537338 | 15537338 | 4589791 |
Largest Losing Trade | -39811 | -38321 | -39811 | -4466678 | -4466678 | -3633099 |
Avg Bars in Trades | 109 | 106 | 112 | 109 | 106 | 112 |
Avg Bars in Winners | 158 | 160 | 156 | 158 | 160 | 156 |
Avg Bars in Losers | 70 | 70 | 71 | 70 | 70 | 71 |
Bars Traded | 24684 | 12015 | 12669 | 24684 | 12015 | 12669 |
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 | 494994 | 424949 | -99378 | -71472 | -71800 | -73764 |
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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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