Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1168193.7692 | 1012061.8665 | 156131.9027 | 22743791.8304 | 18263100.4459 | 4480691.3845 |
Total P&L (%) | 1168.1938 | 1012.0619 | 156.1319 | 22743.7918 | 18263.1004 | 4480.6914 |
Avg Daily Profit (%) | 0.6377 | 0.5524 | 0.0852 | 0.2969 | 0.285 | 0.209 |
Buy And Hold Return (%) | 718.4427 | 718.4427 | 718.4427 | 718.4427 | 718.4427 | 718.4427 |
Max Trade Drawdown | -109064 | -69791 | -96378 | -8676406 | -12620395 | -10074372 |
Profit Factor | 2.1393 | 2.8965 | 1.3175 | 1.3349 | 1.4983 | 1.1433 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 115 | 50 | 65 | 115 | 50 | 65 |
Losing Trades | 166 | 91 | 75 | 166 | 91 | 75 |
Profitability (%) | 40.9253 | 35.461 | 46.4286 | 40.9253 | 35.461 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.088 | 5.2717 | 1.5202 | 1.9268 | 2.727 | 1.3192 |
Largest Winning Trade | 287679 | 287679 | 38025 | 12014611 | 12014611 | 4863422 |
Largest Losing Trade | -29353 | -20579 | -29353 | -4263824 | -3566496 | -4263824 |
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 | 5276 | 2744 | 2533 | 5276 | 2744 | 2533 |
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 | 168618 | -27606 | -244943 | 305732 | 202103 | -56603 |
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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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