Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1149561.703 | 1004382.1416 | 145179.5614 | 21487541.8035 | 18855820.8371 | 2631720.9663 |
Total P&L (%) | 1149.5617 | 1004.3821 | 145.1796 | 21487.5418 | 18855.8208 | 2631.721 |
Avg Daily Profit (%) | 0.629 | 0.5495 | 0.0794 | 0.2945 | 0.2874 | 0.1811 |
Buy And Hold Return (%) | 747.6824 | 747.6824 | 747.6824 | 747.6824 | 747.6824 | 747.6824 |
Max Trade Drawdown | -117754 | -55156 | -99698 | -13156171 | -16855080 | -12427114 |
Profit Factor | 2.1566 | 3.0698 | 1.2854 | 1.2602 | 1.4562 | 1.0638 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 158 | 83 | 75 | 158 | 83 | 75 |
Profitability (%) | 41.9118 | 38.9706 | 44.8529 | 41.9118 | 38.9706 | 44.8529 |
Ratio Avg Win / Avg Loss | 2.9889 | 4.8074 | 1.5804 | 1.7465 | 2.2804 | 1.3079 |
Largest Winning Trade | 272689 | 272689 | 57289 | 13974816 | 13974816 | 6462969 |
Largest Losing Trade | -33575 | -17637 | -33575 | -4452762 | -4452762 | -3716475 |
Avg Bars in Trades | 19 | 19 | 20 | 19 | 19 | 20 |
Avg Bars in Winners | 33 | 34 | 32 | 33 | 34 | 32 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 5432 | 2646 | 2786 | 5432 | 2646 | 2786 |
Profit Streak | 0 | 28.8462 | 0 | 0 | 28.8462 | 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 | 158026 | -45739 | -253483 | 300678 | 261685 | -147054 |
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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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