Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1519334.3049 | 1420601.7187 | 98732.5863 | 9361056.1194 | 7136553.3779 | 2224502.7415 |
Total P&L (%) | 1519.3343 | 1420.6017 | 98.7326 | 9361.0561 | 7136.5534 | 2224.5027 |
Avg Daily Profit (%) | 0.8363 | 0.782 | 0.0543 | 0.2508 | 0.236 | 0.1733 |
Buy And Hold Return (%) | 608.178 | 608.178 | 608.178 | 608.178 | 608.178 | 608.178 |
Max Trade Drawdown | -75730 | -54129 | -72046 | -10934985 | -6760610 | -7368306 |
Profit Factor | 2.9611 | 4.8756 | 1.2419 | 1.2077 | 1.3137 | 1.0997 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 157 | 81 | 76 | 157 | 81 | 76 |
Profitability (%) | 32.0346 | 29.5652 | 34.4828 | 32.0346 | 29.5652 | 34.4828 |
Ratio Avg Win / Avg Loss | 6.2823 | 11.6154 | 2.3596 | 2.5624 | 3.1297 | 2.0894 |
Largest Winning Trade | 884349 | 884349 | 76086 | 7192618 | 7192618 | 4208016 |
Largest Losing Trade | -30457 | -18038 | -30457 | -1717741 | -1717741 | -1567928 |
Avg Bars in Trades | 23 | 20 | 25 | 23 | 20 | 25 |
Avg Bars in Winners | 54 | 51 | 56 | 54 | 51 | 56 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 5376 | 2403 | 2973 | 5376 | 2403 | 2973 |
Profit Streak | 0 | 14.0891 | 0 | 0 | 14.0891 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352252 | 269161 | -291282 | 129703 | 37255 | -110459 |
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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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