Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1183957.3953 | 1019826.6132 | 164130.7822 | 26989007.9687 | 18836049.6663 | 8152958.3025 |
Total P&L (%) | 1183.9574 | 1019.8266 | 164.1308 | 26989.008 | 18836.0497 | 8152.9583 |
Avg Daily Profit (%) | 0.6482 | 0.5583 | 0.0899 | 0.3071 | 0.2875 | 0.2419 |
Buy And Hold Return (%) | 756.7568 | 756.7568 | 756.7568 | 756.7568 | 756.7568 | 756.7568 |
Max Trade Drawdown | -109064 | -69791 | -96378 | -8096092 | -11776290 | -5421913 |
Profit Factor | 2.1727 | 2.9393 | 1.3393 | 1.4685 | 1.5813 | 1.3234 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 115 | 50 | 65 | 115 | 50 | 65 |
Losing Trades | 165 | 90 | 75 | 165 | 90 | 75 |
Profitability (%) | 41.0714 | 35.7143 | 46.4286 | 41.0714 | 35.7143 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.1173 | 5.2907 | 1.5454 | 2.1069 | 2.8464 | 1.527 |
Largest Winning Trade | 287679 | 287679 | 38025 | 11211024 | 11211024 | 4538136 |
Largest Losing Trade | -29353 | -20579 | -29353 | -3327954 | -3327954 | -1914736 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 32 | 38 | 27 | 32 | 38 | 27 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 5283 | 2739 | 2544 | 5283 | 2739 | 2544 |
Profit Streak | 19.9854 | 27.9854 | 0 | 19.9854 | 27.9854 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 181268 | -45834 | -238640 | 360134 | 244045 | 303825 |
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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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