Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818428.0506 | 749509.4925 | 68918.5581 | 1732201.4497 | 11482896.2442 | -9750694.7945 |
Total P&L (%) | 818.4281 | 749.5095 | 68.9186 | 1732.2015 | 11482.8962 | -9750.6948 |
Avg Daily Profit (%) | 0.3629 | 0.3323 | 0.0306 | 0.129 | 0.2109 | 0 |
Buy And Hold Return (%) | 213.4228 | 213.4228 | 213.4228 | 213.4228 | 213.4228 | 213.4228 |
Max Trade Drawdown | -228302 | -103099 | -152343 | -36560742 | -13034778 | -25871107 |
Profit Factor | 1.5118 | 2.1566 | 1.0725 | 1.0112 | 1.1875 | 0.8953 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 150 | 73 | 77 | 150 | 73 | 77 |
Losing Trades | 182 | 93 | 89 | 182 | 93 | 89 |
Profitability (%) | 45.1807 | 43.9759 | 46.3855 | 45.1807 | 43.9759 | 46.3855 |
Ratio Avg Win / Avg Loss | 1.8343 | 2.7475 | 1.2396 | 1.2269 | 1.5128 | 1.0349 |
Largest Winning Trade | 184541 | 184541 | 54035 | 8673390 | 8673390 | 5301904 |
Largest Losing Trade | -55944 | -24845 | -55944 | -10893987 | -2662057 | -10893987 |
Avg Bars in Trades | 13 | 10 | 15 | 13 | 10 | 15 |
Avg Bars in Winners | 16 | 12 | 19 | 16 | 12 | 19 |
Avg Bars in Losers | 11 | 9 | 12 | 11 | 9 | 12 |
Bars Traded | 4426 | 1807 | 2619 | 4426 | 1807 | 2619 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348829 | 319104 | -459468 | -228414 | -6805 | -579925 |
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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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