Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1225935.3961 | 1041383.1203 | 184552.2758 | 28723593.0646 | 27540188.6318 | 1183404.4328 |
Total P&L (%) | 1225.9354 | 1041.3831 | 184.5523 | 28723.5931 | 27540.1886 | 1183.4044 |
Avg Daily Profit (%) | 0.6742 | 0.5727 | 0.1015 | 0.312 | 0.3097 | 0.1405 |
Buy And Hold Return (%) | 645.7444 | 645.7444 | 645.7444 | 645.7444 | 645.7444 | 645.7444 |
Max Trade Drawdown | -90315 | -81598 | -82289 | -54394932 | -41156676 | -20602991 |
Profit Factor | 2.0821 | 2.8407 | 1.3254 | 1.1603 | 1.3112 | 1.0131 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 151 | 70 | 81 | 151 | 70 | 81 |
Losing Trades | 183 | 97 | 86 | 183 | 97 | 86 |
Profitability (%) | 45.2096 | 41.9162 | 48.503 | 45.2096 | 41.9162 | 48.503 |
Ratio Avg Win / Avg Loss | 2.5234 | 3.9364 | 1.4072 | 1.4062 | 1.8169 | 1.0756 |
Largest Winning Trade | 314606 | 314606 | 42478 | 34382781 | 34382781 | 8957357 |
Largest Losing Trade | -26916 | -20039 | -26916 | -14604915 | -7569695 | -14604915 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 24 | 25 | 22 | 24 | 25 | 22 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5369 | 2717 | 2652 | 5369 | 2717 | 2652 |
Profit Streak | 0 | 19.2177 | 0 | 0 | 19.2177 | 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 | 311223 | 186734 | -223003 | -35047 | 297009 | -219281 |
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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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