Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2945212.7053 | 2816993.1217 | 128219.5837 | 8775428.9184 | 11940201.7591 | -3164772.8407 |
Total P&L (%) | 2945.2127 | 2816.9931 | 128.2196 | 8775.4289 | 11940.2018 | -3164.7728 |
Avg Daily Profit (%) | 1.3313 | 1.2733 | 0.058 | 0.203 | 0.2168 | 0 |
Buy And Hold Return (%) | 431.7911 | 431.7911 | 431.7911 | 431.7911 | 431.7911 | 431.7911 |
Max Trade Drawdown | -144483 | -75580 | -103693 | -22219761 | -12572534 | -19628995 |
Profit Factor | 3.932 | 6.5034 | 1.2603 | 1.0922 | 1.2616 | 0.9362 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 88 | 36 | 52 | 88 | 36 | 52 |
Losing Trades | 128 | 72 | 56 | 128 | 72 | 56 |
Profitability (%) | 40.7407 | 33.3333 | 48.1481 | 40.7407 | 33.3333 | 48.1481 |
Ratio Avg Win / Avg Loss | 5.7193 | 13.0068 | 1.3572 | 1.5886 | 2.5232 | 1.0082 |
Largest Winning Trade | 2459100 | 2459100 | 47392 | 10606956 | 10606956 | 6676366 |
Largest Losing Trade | -64647 | -28260 | -64647 | -13977026 | -5406719 | -13977026 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 50 | 57 | 45 | 50 | 57 | 45 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 6579 | 3256 | 3323 | 6579 | 3256 | 3323 |
Profit Streak | 17.9843 | 24.9843 | 0 | 17.9843 | 24.9843 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 670109 | 560980 | -282453 | -111886 | 105711 | -580098 |
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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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