Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422178.4553 | 1307213.4276 | 114965.0278 | 10850771.9417 | 7158602.2784 | 3692169.6633 |
Total P&L (%) | 1422.1785 | 1307.2134 | 114.965 | 10850.7719 | 7158.6023 | 3692.1697 |
Avg Daily Profit (%) | 0.7843 | 0.7209 | 0.0634 | 0.2593 | 0.2366 | 0.2007 |
Buy And Hold Return (%) | 562.8117 | 562.8117 | 562.8117 | 562.8117 | 562.8117 | 562.8117 |
Max Trade Drawdown | -175476 | -94379 | -109441 | -11494108 | -5328721 | -7085047 |
Profit Factor | 2.7375 | 4.1521 | 1.2847 | 1.2842 | 1.353 | 1.2062 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 200 | 102 | 98 | 200 | 102 | 98 |
Profitability (%) | 30.0699 | 28.6713 | 31.4685 | 30.0699 | 28.6713 | 31.4685 |
Ratio Avg Win / Avg Loss | 6.3663 | 10.3297 | 2.7978 | 2.9865 | 3.366 | 2.6269 |
Largest Winning Trade | 751625 | 751625 | 73900 | 6639772 | 6639772 | 4265316 |
Largest Losing Trade | -24452 | -24452 | -19675 | -1455666 | -1455666 | -1386141 |
Avg Bars in Trades | 24 | 22 | 27 | 24 | 22 | 27 |
Avg Bars in Winners | 63 | 58 | 68 | 63 | 58 | 68 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 7141 | 3150 | 3990 | 7141 | 3150 | 3990 |
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 | 314890 | 50183 | -280049 | 131983 | -3662 | 45655 |
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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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