Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1196164.202 | 1038048.7115 | 158115.4904 | 25303662.303 | 25258587.1027 | 45075.2003 |
Total P&L (%) | 1196.1642 | 1038.0487 | 158.1155 | 25303.6623 | 25258.5871 | 45.0752 |
Avg Daily Profit (%) | 0.6514 | 0.5653 | 0.0861 | 0.302 | 0.3019 | 0.0203 |
Buy And Hold Return (%) | 668.3599 | 668.3599 | 668.3599 | 668.3599 | 668.3599 | 668.3599 |
Max Trade Drawdown | -70611 | -68542 | -64715 | -29691578 | -23947414 | -12678984 |
Profit Factor | 2.264 | 3.1333 | 1.3439 | 1.2107 | 1.4111 | 1.0008 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 140 | 75 | 65 | 140 | 75 | 65 |
Profitability (%) | 41.6667 | 37.5 | 45.8333 | 41.6667 | 37.5 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.1696 | 5.2222 | 1.5883 | 1.6949 | 2.3518 | 1.1827 |
Largest Winning Trade | 317967 | 317967 | 63828 | 20117006 | 20117006 | 7897637 |
Largest Losing Trade | -33575 | -17637 | -33575 | -8775561 | -5282856 | -8775561 |
Avg Bars in Trades | 22 | 21 | 24 | 22 | 21 | 24 |
Avg Bars in Winners | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 5453 | 2566 | 2887 | 5453 | 2566 | 2887 |
Profit Streak | 7.4236 | 0 | 9.0903 | 7.4236 | 0 | 9.0903 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 247938 | 88573 | -243225 | 307123 | 214699 | -552158 |
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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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