Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1215331.646 | 1015605.9122 | 199725.7338 | 42765858.1154 | 27036138.1771 | 15729719.9383 |
Total P&L (%) | 1215.3316 | 1015.6059 | 199.7257 | 42765.8581 | 27036.1382 | 15729.7199 |
Avg Daily Profit (%) | 0.6652 | 0.5559 | 0.1093 | 0.3323 | 0.3072 | 0.2776 |
Buy And Hold Return (%) | 708.7577 | 708.7577 | 708.7577 | 708.7577 | 708.7577 | 708.7577 |
Max Trade Drawdown | -141267 | -96947 | -106336 | -17779537 | -15112325 | -12689562 |
Profit Factor | 1.9128 | 2.4399 | 1.319 | 1.4065 | 1.4868 | 1.3168 |
Total Trades | 419 | 210 | 209 | 419 | 210 | 209 |
Winning Trades | 183 | 81 | 102 | 183 | 81 | 102 |
Losing Trades | 236 | 129 | 107 | 236 | 129 | 107 |
Profitability (%) | 43.6754 | 38.5714 | 48.8038 | 43.6754 | 38.5714 | 48.8038 |
Ratio Avg Win / Avg Loss | 2.4668 | 3.8858 | 1.3837 | 1.8139 | 2.3678 | 1.3813 |
Largest Winning Trade | 253017 | 253017 | 33500 | 10602533 | 10602533 | 5887808 |
Largest Losing Trade | -43231 | -43231 | -16701 | -5576883 | -5576883 | -5398565 |
Avg Bars in Trades | 17 | 24 | 9 | 17 | 24 | 9 |
Avg Bars in Winners | 22 | 35 | 11 | 22 | 35 | 11 |
Avg Bars in Losers | 13 | 17 | 8 | 13 | 17 | 8 |
Bars Traded | 7266 | 5195 | 2072 | 7266 | 5195 | 2072 |
Profit Streak | 21.115 | 24.865 | 21.115 | 21.115 | 24.865 | 21.115 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299930 | -17954 | -211722 | 449657 | 312934 | 352441 |
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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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