Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1165874.1387 | 1016430.6519 | 149443.4868 | 22225546.2968 | 18192988.7477 | 4032557.5491 |
Total P&L (%) | 1165.8741 | 1016.4307 | 149.4435 | 22225.5463 | 18192.9887 | 4032.5575 |
Avg Daily Profit (%) | 0.6378 | 0.556 | 0.0818 | 0.2963 | 0.2854 | 0.2038 |
Buy And Hold Return (%) | 768.6706 | 768.6706 | 768.6706 | 768.6706 | 768.6706 | 768.6706 |
Max Trade Drawdown | -109064 | -69791 | -96378 | -7821152 | -11376372 | -9081317 |
Profit Factor | 2.1345 | 2.9204 | 1.2998 | 1.3735 | 1.5811 | 1.143 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 115 | 50 | 65 | 115 | 50 | 65 |
Losing Trades | 167 | 91 | 76 | 167 | 91 | 76 |
Profitability (%) | 40.7801 | 35.461 | 46.0993 | 40.7801 | 35.461 | 46.0993 |
Ratio Avg Win / Avg Loss | 3.0996 | 5.3152 | 1.5198 | 1.9946 | 2.8777 | 1.3365 |
Largest Winning Trade | 287679 | 287679 | 38025 | 10830302 | 10830302 | 4384023 |
Largest Losing Trade | -29353 | -20579 | -29353 | -3843529 | -3214938 | -3843529 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 32 | 38 | 27 | 32 | 38 | 27 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 5344 | 2797 | 2547 | 5344 | 2797 | 2547 |
Profit Streak | 0 | 29.1456 | 0 | 0 | 29.1456 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 140253 | -53859 | -249807 | 312208 | 239895 | -57721 |
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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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