Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1216954.042 | 1036368.7681 | 180585.2739 | 35300856.993 | 23960953.7555 | 11339903.2375 |
Total P&L (%) | 1216.954 | 1036.3688 | 180.5853 | 35300.857 | 23960.9538 | 11339.9032 |
Avg Daily Profit (%) | 0.6662 | 0.5674 | 0.0989 | 0.3218 | 0.3006 | 0.2598 |
Buy And Hold Return (%) | 662.9388 | 662.9388 | 662.9388 | 662.9388 | 662.9388 | 662.9388 |
Max Trade Drawdown | -109064 | -60613 | -96378 | -11691167 | -17005559 | -6084407 |
Profit Factor | 2.1473 | 2.9423 | 1.3426 | 1.4197 | 1.5109 | 1.3048 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 128 | 57 | 71 | 128 | 57 | 71 |
Losing Trades | 185 | 100 | 85 | 185 | 100 | 85 |
Profitability (%) | 40.8946 | 36.3057 | 45.5128 | 40.8946 | 36.3057 | 45.5128 |
Ratio Avg Win / Avg Loss | 3.1035 | 5.162 | 1.6073 | 2.0519 | 2.6508 | 1.562 |
Largest Winning Trade | 287679 | 287679 | 43262 | 16189286 | 16189286 | 6553299 |
Largest Losing Trade | -29353 | -20579 | -29353 | -4805734 | -4805734 | -2375530 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 28 | 34 | 23 | 28 | 34 | 23 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5429 | 2906 | 2523 | 5429 | 2906 | 2523 |
Profit Streak | 19.8186 | 27.8186 | 0 | 19.8186 | 27.8186 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 253895 | 99216 | -226520 | 357678 | 257103 | 308433 |
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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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