Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034813.0153 | 878211.1418 | 156601.8735 | 13399872.0539 | 5071750.8817 | 8328121.1722 |
Total P&L (%) | 1034.813 | 878.2111 | 156.6019 | 13399.8721 | 5071.7509 | 8328.1212 |
Avg Daily Profit (%) | 0.4589 | 0.3895 | 0.0695 | 0.2178 | 0.1751 | 0.1968 |
Buy And Hold Return (%) | 276.6129 | 276.6129 | 276.6129 | 276.6129 | 276.6129 | 276.6129 |
Max Trade Drawdown | -145078 | -84584 | -175481 | -11305994 | -6984255 | -5329572 |
Profit Factor | 2.3515 | 3.482 | 1.3802 | 1.5234 | 1.3453 | 1.7632 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 57.1429 | 56.7568 | 57.5342 | 57.1429 | 56.7568 | 57.5342 |
Ratio Avg Win / Avg Loss | 1.7636 | 2.653 | 1.0187 | 1.1426 | 1.025 | 1.3014 |
Largest Winning Trade | 252120 | 252120 | 48975 | 6041553 | 6041553 | 3469619 |
Largest Losing Trade | -60413 | -42860 | -60413 | -4050086 | -4050086 | -3164572 |
Avg Bars in Trades | 87 | 63 | 111 | 87 | 63 | 111 |
Avg Bars in Winners | 103 | 68 | 137 | 103 | 68 | 137 |
Avg Bars in Losers | 66 | 55 | 76 | 66 | 55 | 76 |
Bars Traded | 12826 | 4682 | 8144 | 12826 | 4682 | 8144 |
Profit Streak | 0 | 0 | 312.7904 | 0 | 0 | 312.7904 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489301 | -49942 | -334764 | 394339 | -55118 | -59114 |
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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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