Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108405.0337 | 943757.2035 | 164647.8302 | 26486218.2363 | 21379617.5444 | 5106600.6919 |
Total P&L (%) | 1108.405 | 943.7572 | 164.6478 | 26486.2182 | 21379.6175 | 5106.6007 |
Avg Daily Profit (%) | 0.611 | 0.5203 | 0.0908 | 0.3082 | 0.2965 | 0.2181 |
Buy And Hold Return (%) | 483.6235 | 483.6235 | 483.6235 | 483.6235 | 483.6235 | 483.6235 |
Max Trade Drawdown | -103887 | -85131 | -69885 | -49299108 | -40074549 | -21120181 |
Profit Factor | 2.3067 | 3.3451 | 1.3693 | 1.1678 | 1.2747 | 1.0638 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Profitability (%) | 44.856 | 44.6281 | 45.082 | 44.856 | 44.6281 | 45.082 |
Ratio Avg Win / Avg Loss | 2.8358 | 4.1504 | 1.6681 | 1.4356 | 1.5815 | 1.2959 |
Largest Winning Trade | 231164 | 231164 | 73478 | 26682748 | 26682748 | 11810461 |
Largest Losing Trade | -52475 | -21340 | -52475 | -10089412 | -8473955 | -10089412 |
Avg Bars in Trades | 22 | 22 | 21 | 22 | 22 | 21 |
Avg Bars in Winners | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Losers | 12 | 14 | 11 | 12 | 14 | 11 |
Bars Traded | 5348 | 2774 | 2574 | 5348 | 2774 | 2574 |
Profit Streak | 0 | 20.2389 | 0 | 0 | 20.2389 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379752 | 323158 | -237810 | -27464 | 321136 | -144010 |
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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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