Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1256356.6298 | 1087946.5995 | 168410.0303 | 19563932.2958 | 8934278.1284 | 10629654.1674 |
Total P&L (%) | 1256.3566 | 1087.9466 | 168.41 | 19563.9323 | 8934.2781 | 10629.6542 |
Avg Daily Profit (%) | 0.5018 | 0.4345 | 0.0673 | 0.2112 | 0.18 | 0.1869 |
Buy And Hold Return (%) | 332.6521 | 332.6521 | 332.6521 | 332.6521 | 332.6521 | 332.6521 |
Max Trade Drawdown | -89444 | -73573 | -74355 | -15780828 | -14478765 | -10382709 |
Profit Factor | 2.9066 | 4.0155 | 1.5648 | 1.2863 | 1.2173 | 1.3904 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 128 | 70 | 58 | 128 | 70 | 58 |
Profitability (%) | 38.1643 | 32.6923 | 43.6893 | 38.1643 | 32.6923 | 43.6893 |
Ratio Avg Win / Avg Loss | 4.7094 | 8.2673 | 2.0169 | 2.0841 | 2.5063 | 1.7921 |
Largest Winning Trade | 500448 | 500448 | 48736 | 12038136 | 12038136 | 5820160 |
Largest Losing Trade | -28627 | -24826 | -28627 | -4769021 | -4769021 | -2288064 |
Avg Bars in Trades | 47 | 44 | 50 | 47 | 44 | 50 |
Avg Bars in Winners | 92 | 99 | 87 | 92 | 99 | 87 |
Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
Bars Traded | 9785 | 4595 | 5190 | 9785 | 4595 | 5190 |
Profit Streak | 0 | 0 | 30.7993 | 0 | 0 | 30.7993 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368177 | 260521 | -268280 | 206106 | 55764 | 269267 |
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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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