Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1186973.4072 | 1003921.8425 | 183051.5647 | 28185149.0487 | 16861303.3519 | 11323845.6968 |
Total P&L (%) | 1186.9734 | 1003.9218 | 183.0516 | 28185.149 | 16861.3034 | 11323.8457 |
Avg Daily Profit (%) | 0.6543 | 0.5534 | 0.1009 | 0.3117 | 0.2834 | 0.2615 |
Buy And Hold Return (%) | 536.9286 | 536.9286 | 536.9286 | 536.9286 | 536.9286 | 536.9286 |
Max Trade Drawdown | -109064 | -62514 | -96378 | -11430570 | -16626504 | -6686633 |
Profit Factor | 2.1705 | 2.9225 | 1.3722 | 1.3694 | 1.3904 | 1.3419 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 116 | 51 | 65 | 116 | 51 | 65 |
Losing Trades | 168 | 91 | 77 | 168 | 91 | 77 |
Profitability (%) | 40.8451 | 35.9155 | 45.7746 | 40.8451 | 35.9155 | 45.7746 |
Ratio Avg Win / Avg Loss | 3.1436 | 5.2146 | 1.6255 | 1.9832 | 2.481 | 1.5896 |
Largest Winning Trade | 287679 | 287679 | 38025 | 15828426 | 15828426 | 6407225 |
Largest Losing Trade | -29353 | -20579 | -29353 | -4698614 | -4698614 | -2444050 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 5370 | 2788 | 2582 | 5370 | 2788 | 2582 |
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 | 315682 | 126152 | -223944 | 317304 | 184344 | 304962 |
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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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