Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022929.5928 | 815765.189 | 207164.4037 | 71586332.947 | 49734401.8604 | 21851931.0866 |
Total P&L (%) | 1022.9296 | 815.7652 | 207.1644 | 71586.3329 | 49734.4019 | 21851.9311 |
Avg Daily Profit (%) | 0.5559 | 0.4434 | 0.1126 | 0.358 | 0.3381 | 0.2934 |
Buy And Hold Return (%) | 712.2394 | 712.2394 | 712.2394 | 712.2394 | 712.2394 | 712.2394 |
Max Trade Drawdown | -84708 | -74335 | -126936 | -29687853 | -13455447 | -19257577 |
Profit Factor | 1.9959 | 2.8038 | 1.3604 | 1.5303 | 1.7541 | 1.3165 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 140 | 64 | 76 | 140 | 64 | 76 |
Losing Trades | 145 | 78 | 67 | 145 | 78 | 67 |
Profitability (%) | 49.1228 | 45.0704 | 53.1469 | 49.1228 | 45.0704 | 53.1469 |
Ratio Avg Win / Avg Loss | 2.0672 | 3.4172 | 1.1993 | 1.5849 | 2.1378 | 1.1606 |
Largest Winning Trade | 148539 | 148539 | 50055 | 27861724 | 27861724 | 12648359 |
Largest Losing Trade | -32137 | -23326 | -32137 | -15210516 | -6374597 | -15210516 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3525 | 1602 | 1923 | 3525 | 1602 | 1923 |
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 | -13766 | -106905 | -207502 | 483025 | 386165 | 343124 |
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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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