Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1479537.4747 | 1306633.0528 | 172904.4219 | 39068093.3534 | 25054257.3007 | 14013836.0527 |
Total P&L (%) | 1479.5375 | 1306.6331 | 172.9044 | 39068.0934 | 25054.2573 | 14013.8361 |
Avg Daily Profit (%) | 0.8167 | 0.7213 | 0.0954 | 0.3301 | 0.3056 | 0.2736 |
Buy And Hold Return (%) | 494.2766 | 494.2766 | 494.2766 | 494.2766 | 494.2766 | 494.2766 |
Max Trade Drawdown | -117240 | -74992 | -60530 | -8380590 | -3471998 | -8906344 |
Profit Factor | 4.0274 | 7.1597 | 1.6251 | 2.3753 | 2.9337 | 1.907 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 43.1694 | 39.5604 | 46.7391 | 43.1694 | 39.5604 | 46.7391 |
Ratio Avg Win / Avg Loss | 5.3019 | 10.9385 | 1.8519 | 3.127 | 4.4821 | 2.1731 |
Largest Winning Trade | 608656 | 608656 | 74355 | 10942581 | 6714848 | 10942581 |
Largest Losing Trade | -25053 | -13186 | -25053 | -4121702 | -2926949 | -4121702 |
Avg Bars in Trades | 58 | 53 | 62 | 58 | 53 | 62 |
Avg Bars in Winners | 108 | 108 | 107 | 108 | 108 | 107 |
Avg Bars in Losers | 20 | 17 | 22 | 20 | 17 | 22 |
Bars Traded | 10633 | 4890 | 5743 | 10633 | 4890 | 5743 |
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 | 556099 | 476017 | -229819 | 431155 | 366179 | 385602 |
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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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