Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1151489.912 | 986251.475 | 165238.4371 | 19659962.0219 | 12231801.9658 | 7428160.0561 |
Total P&L (%) | 1151.4899 | 986.2515 | 165.2384 | 19659.962 | 12231.802 | 7428.1601 |
Avg Daily Profit (%) | 0.635 | 0.5439 | 0.0911 | 0.2919 | 0.2659 | 0.2386 |
Buy And Hold Return (%) | 511.8739 | 511.8739 | 511.8739 | 511.8739 | 511.8739 | 511.8739 |
Max Trade Drawdown | -109064 | -68360 | -96378 | -7355885 | -10699611 | -4926200 |
Profit Factor | 2.1172 | 2.8394 | 1.3341 | 1.3767 | 1.4167 | 1.3253 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 116 | 50 | 66 | 116 | 50 | 66 |
Losing Trades | 168 | 92 | 76 | 168 | 92 | 76 |
Profitability (%) | 40.8451 | 35.2113 | 46.4789 | 40.8451 | 35.2113 | 46.4789 |
Ratio Avg Win / Avg Loss | 3.0662 | 5.2244 | 1.5363 | 1.9939 | 2.6068 | 1.5261 |
Largest Winning Trade | 287679 | 287679 | 38025 | 10186025 | 10186025 | 4123225 |
Largest Losing Trade | -29353 | -20579 | -29353 | -3023687 | -3023687 | -1739676 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 5370 | 2780 | 2589 | 5370 | 2780 | 2589 |
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 | 315358 | 121262 | -236951 | 312855 | 174877 | 304111 |
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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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