Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1567940.517 | 1465511.709 | 102428.808 | 10340825.6145 | 8289318.511 | 2051507.1035 |
Total P&L (%) | 1567.9405 | 1465.5117 | 102.4288 | 10340.8256 | 8289.3185 | 2051.5071 |
Avg Daily Profit (%) | 0.8612 | 0.8049 | 0.0563 | 0.2556 | 0.2436 | 0.1687 |
Buy And Hold Return (%) | 630.9002 | 630.9002 | 630.9002 | 630.9002 | 630.9002 | 630.9002 |
Max Trade Drawdown | -114672 | -69984 | -72756 | -10139722 | -5356086 | -5543797 |
Profit Factor | 3.0593 | 5.106 | 1.2532 | 1.2747 | 1.4446 | 1.108 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Profitability (%) | 31.9797 | 31.6327 | 32.3232 | 31.9797 | 31.6327 | 32.3232 |
Ratio Avg Win / Avg Loss | 6.5072 | 11.0356 | 2.624 | 2.7112 | 3.1221 | 2.3198 |
Largest Winning Trade | 888075 | 888075 | 76517 | 6962224 | 6962224 | 3355158 |
Largest Losing Trade | -18236 | -18236 | -17820 | -2054674 | -1570520 | -2054674 |
Avg Bars in Trades | 36 | 32 | 39 | 36 | 32 | 39 |
Avg Bars in Winners | 84 | 74 | 93 | 84 | 74 | 93 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 7170 | 3210 | 3959 | 7170 | 3210 | 3959 |
Profit Streak | 0 | 11.9806 | 0 | 0 | 11.9806 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339593 | 341810 | -289831 | 128768 | 132361 | -102929 |
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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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