Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1903608.9319 | 1665316.9874 | 238291.9445 | 64414277.3815 | 7764158.0795 | 56650119.302 |
Total P&L (%) | 1903.6089 | 1665.317 | 238.2919 | 64414.2774 | 7764.1581 | 56650.1193 |
Avg Daily Profit (%) | 0.844 | 0.7383 | 0.1056 | 0.2872 | 0.1937 | 0.2815 |
Buy And Hold Return (%) | 365.9129 | 365.9129 | 365.9129 | 365.9129 | 365.9129 | 365.9129 |
Max Trade Drawdown | -68888 | -61424 | -48115 | -33039187 | -30099735 | -24457743 |
Profit Factor | 4.0016 | 5.5143 | 1.8982 | 1.4438 | 1.0895 | 1.9703 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 49.3902 | 45.122 | 53.6585 | 49.3902 | 45.122 | 53.6585 |
Ratio Avg Win / Avg Loss | 4.1004 | 6.7066 | 1.6393 | 1.4794 | 1.325 | 1.7016 |
Largest Winning Trade | 1095608 | 1095608 | 49240 | 19688210 | 19688210 | 16853464 |
Largest Losing Trade | -32097 | -32097 | -30886 | -12097405 | -11575127 | -12097405 |
Avg Bars in Trades | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Winners | 35 | 43 | 29 | 35 | 43 | 29 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 4390 | 2378 | 2012 | 4390 | 2378 | 2012 |
Profit Streak | 5.0381 | 0 | 8.0381 | 5.0381 | 0 | 8.0381 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 744658 | 468047 | -217146 | 409044 | -120188 | 340053 |
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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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