Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1888521.6949 | 1769842.0686 | 118679.6263 | 8538557.7169 | -4365812.623 | 12904370.3399 |
Total P&L (%) | 1888.5217 | 1769.8421 | 118.6796 | 8538.5577 | -4365.8126 | 12904.3703 |
Avg Daily Profit (%) | 1.0538 | 0.9875 | 0.0662 | 0.2491 | 0 | 0.272 |
Buy And Hold Return (%) | 528.1277 | 528.1277 | 528.1277 | 528.1277 | 528.1277 | 528.1277 |
Max Trade Drawdown | -103376 | -125509 | -62137 | -28558072 | -35260332 | -13330211 |
Profit Factor | 3.265 | 5.249 | 1.2844 | 1.0517 | 0.9488 | 1.1613 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Profitability (%) | 44.4934 | 42.1053 | 46.9027 | 44.4934 | 42.1053 | 46.9027 |
Ratio Avg Win / Avg Loss | 4.0732 | 7.2174 | 1.4541 | 1.312 | 1.3046 | 1.3147 |
Largest Winning Trade | 1282555 | 1282555 | 69451 | 16596107 | 16596107 | 13948805 |
Largest Losing Trade | -32862 | -18476 | -32862 | -12048245 | -6143070 | -12048245 |
Avg Bars in Trades | 46 | 37 | 55 | 46 | 37 | 55 |
Avg Bars in Winners | 72 | 58 | 85 | 72 | 58 | 85 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 10543 | 4276 | 6267 | 10543 | 4276 | 6267 |
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 | 578699 | 546702 | -271758 | -156184 | -582432 | -35874 |
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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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