Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176013.4908 | 991204.5819 | 184808.9089 | 31723116.9037 | 18312364.5156 | 13410752.3881 |
Total P&L (%) | 1176.0135 | 991.2046 | 184.8089 | 31723.1169 | 18312.3645 | 13410.7524 |
Avg Daily Profit (%) | 0.649 | 0.547 | 0.102 | 0.3185 | 0.2883 | 0.2711 |
Buy And Hold Return (%) | 502.0486 | 502.0486 | 502.0486 | 502.0486 | 502.0486 | 502.0486 |
Max Trade Drawdown | -69491 | -69233 | -72074 | -31188943 | -36046100 | -15384165 |
Profit Factor | 1.9394 | 2.5425 | 1.3034 | 1.2134 | 1.221 | 1.2039 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 159 | 68 | 91 | 159 | 68 | 91 |
Losing Trades | 299 | 161 | 138 | 299 | 161 | 138 |
Profitability (%) | 34.7162 | 29.6943 | 39.738 | 34.7162 | 29.6943 | 39.738 |
Ratio Avg Win / Avg Loss | 3.6471 | 6.0197 | 1.9765 | 2.2818 | 2.8908 | 1.8257 |
Largest Winning Trade | 281595 | 281595 | 43262 | 29088273 | 29088273 | 12512571 |
Largest Losing Trade | -20579 | -20579 | -17448 | -5782516 | -5782516 | -4631502 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 22 | 27 | 19 | 22 | 27 | 19 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 5371 | 2812 | 2559 | 5371 | 2812 | 2559 |
Profit Streak | 10.2381 | 0 | 11.5714 | 10.2381 | 0 | 11.5714 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300179 | 21111 | -223818 | 255681 | 46783 | 245305 |
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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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