Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1131259.6016 | 986550.0029 | 144709.5987 | 12930847.858 | 8326813.2596 | 4604034.5984 |
Total P&L (%) | 1131.2596 | 986.55 | 144.7096 | 12930.8479 | 8326.8133 | 4604.0346 |
Avg Daily Profit (%) | 0.6226 | 0.543 | 0.0796 | 0.2684 | 0.2443 | 0.2122 |
Buy And Hold Return (%) | 572.729 | 572.729 | 572.729 | 572.729 | 572.729 | 572.729 |
Max Trade Drawdown | -121509 | -117161 | -64935 | -12413526 | -12266239 | -6542500 |
Profit Factor | 2.424 | 3.453 | 1.3689 | 1.1851 | 1.2138 | 1.149 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 44.1718 | 41.9753 | 46.3415 | 44.1718 | 41.9753 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.0636 | 4.7733 | 1.5851 | 1.4979 | 1.6779 | 1.3304 |
Largest Winning Trade | 334841 | 334841 | 46313 | 6181511 | 6181511 | 4669741 |
Largest Losing Trade | -43608 | -43608 | -31956 | -5390687 | -5390687 | -2571022 |
Avg Bars in Trades | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Winners | 93 | 101 | 86 | 93 | 101 | 86 |
Avg Bars in Losers | 42 | 47 | 37 | 42 | 47 | 37 |
Bars Traded | 10634 | 5680 | 4954 | 10634 | 5680 | 4954 |
Profit Streak | 15.5349 | 0 | 20.5349 | 15.5349 | 0 | 20.5349 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301790 | -6244 | -256105 | -9098 | -5993 | -53849 |
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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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