Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1130080.5315 | 958583.1073 | 171497.4242 | 28421313.3731 | 21423912.5491 | 6997400.824 |
Total P&L (%) | 1130.0805 | 958.5831 | 171.4974 | 28421.3134 | 21423.9125 | 6997.4008 |
Avg Daily Profit (%) | 0.6161 | 0.5226 | 0.0935 | 0.3087 | 0.2933 | 0.2326 |
Buy And Hold Return (%) | 613.2328 | 613.2328 | 613.2328 | 613.2328 | 613.2328 | 613.2328 |
Max Trade Drawdown | -77989 | -63265 | -55517 | -24252636 | -20092955 | -14857805 |
Profit Factor | 2.4826 | 3.6684 | 1.4255 | 1.2945 | 1.4585 | 1.1405 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
Losing Trades | 91 | 52 | 39 | 91 | 52 | 39 |
Profitability (%) | 47.3988 | 40.2299 | 54.6512 | 47.3988 | 40.2299 | 54.6512 |
Ratio Avg Win / Avg Loss | 2.755 | 5.4501 | 1.1829 | 1.4365 | 2.1669 | 0.9464 |
Largest Winning Trade | 267214 | 267214 | 59854 | 14618334 | 14618334 | 8708855 |
Largest Losing Trade | -26987 | -18006 | -26987 | -6315847 | -4290036 | -6315847 |
Avg Bars in Trades | 125 | 122 | 128 | 125 | 122 | 128 |
Avg Bars in Winners | 177 | 187 | 169 | 177 | 187 | 169 |
Avg Bars in Losers | 78 | 78 | 78 | 78 | 78 | 78 |
Bars Traded | 21716 | 10656 | 11060 | 21716 | 10656 | 11060 |
Profit Streak | 23.1143 | 29.531 | 0 | 23.1143 | 29.531 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317870 | 169046 | -232796 | 340473 | 283751 | -59001 |
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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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