Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1466058.5726 | 1321708.2857 | 144350.2869 | 20904267.0419 | 20759778.2009 | 144488.841 |
Total P&L (%) | 1466.0586 | 1321.7083 | 144.3503 | 20904.267 | 20759.7782 | 144.4888 |
Avg Daily Profit (%) | 0.805 | 0.7257 | 0.0793 | 0.2941 | 0.2937 | 0.0491 |
Buy And Hold Return (%) | 673.7241 | 673.7241 | 673.7241 | 673.7241 | 673.7241 | 673.7241 |
Max Trade Drawdown | -84220 | -54195 | -57936 | -32009252 | -20187640 | -21870080 |
Profit Factor | 3.1308 | 5.2789 | 1.3807 | 1.1749 | 1.3926 | 1.0022 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 42.2619 | 40.4762 | 44.0476 | 42.2619 | 40.4762 | 44.0476 |
Ratio Avg Win / Avg Loss | 4.2773 | 7.7631 | 1.7539 | 1.6051 | 2.0479 | 1.273 |
Largest Winning Trade | 770515 | 770515 | 75824 | 19792281 | 19792281 | 10499613 |
Largest Losing Trade | -21437 | -20719 | -21437 | -10298825 | -4701788 | -10298825 |
Avg Bars in Trades | 64 | 58 | 70 | 64 | 58 | 70 |
Avg Bars in Winners | 109 | 101 | 116 | 109 | 101 | 116 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 10766 | 4878 | 5889 | 10766 | 4878 | 5889 |
Profit Streak | 9.4482 | 10.6149 | 9.4482 | 9.4482 | 10.6149 | 9.4482 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447054 | 360128 | -253191 | -19218 | 259750 | -513236 |
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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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