Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1167982.436 | 1011040.7397 | 156941.6963 | 17809768.1183 | 18645650.8241 | -835882.7059 |
Total P&L (%) | 1167.9824 | 1011.0407 | 156.9417 | 17809.7681 | 18645.6508 | -835.8827 |
Avg Daily Profit (%) | 0.6362 | 0.5508 | 0.0855 | 0.283 | 0.2855 | 0 |
Buy And Hold Return (%) | 584.7351 | 584.7351 | 584.7351 | 584.7351 | 584.7351 | 584.7351 |
Max Trade Drawdown | -107399 | -71901 | -92762 | -7977148 | -6082743 | -4986235 |
Profit Factor | 2.5475 | 3.9555 | 1.3803 | 1.3794 | 1.8194 | 0.9654 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 46.6258 | 43.9024 | 49.3827 | 46.6258 | 43.9024 | 49.3827 |
Ratio Avg Win / Avg Loss | 2.9162 | 5.0542 | 1.4148 | 1.5791 | 2.3248 | 0.9896 |
Largest Winning Trade | 289225 | 289225 | 66286 | 6468819 | 6468819 | 3283681 |
Largest Losing Trade | -72731 | -26772 | -72731 | -3277267 | -2275456 | -3277267 |
Avg Bars in Trades | 133 | 129 | 136 | 133 | 129 | 136 |
Avg Bars in Winners | 198 | 197 | 200 | 198 | 197 | 200 |
Avg Bars in Losers | 75 | 76 | 75 | 75 | 76 | 75 |
Bars Traded | 21716 | 10628 | 11088 | 21716 | 10628 | 11088 |
Profit Streak | 27.6643 | 33.4143 | 0 | 27.6643 | 33.4143 | 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 | 352791 | 110923 | -256218 | 378360 | 213552 | -592976 |
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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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