Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1163494.2155 | 1002055.4824 | 161438.7331 | 21852009.4058 | 16224540.3852 | 5627469.0206 |
Total P&L (%) | 1163.4942 | 1002.0555 | 161.4387 | 21852.0094 | 16224.5404 | 5627.469 |
Avg Daily Profit (%) | 0.6367 | 0.5484 | 0.0883 | 0.2955 | 0.2792 | 0.2218 |
Buy And Hold Return (%) | 752.5951 | 752.5951 | 752.5951 | 752.5951 | 752.5951 | 752.5951 |
Max Trade Drawdown | -109064 | -66067 | -96378 | -12407936 | -14345263 | -3996122 |
Profit Factor | 2.1399 | 2.8812 | 1.3308 | 1.3788 | 1.5013 | 1.2223 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 112 | 51 | 61 | 112 | 51 | 61 |
Losing Trades | 165 | 88 | 77 | 165 | 88 | 77 |
Profitability (%) | 40.4332 | 36.6906 | 44.2029 | 40.4332 | 36.6906 | 44.2029 |
Ratio Avg Win / Avg Loss | 3.1525 | 4.9716 | 1.6798 | 2.0313 | 2.5905 | 1.5429 |
Largest Winning Trade | 284893 | 284893 | 45923 | 12881219 | 12881219 | 3498223 |
Largest Losing Trade | -29353 | -20579 | -29353 | -2881021 | -2881021 | -1892878 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 33 | 38 | 29 | 33 | 38 | 29 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 5426 | 2817 | 2608 | 5426 | 2817 | 2608 |
Profit Streak | 20.5136 | 28.5136 | 0 | 20.5136 | 28.5136 | 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 | 161453 | -50682 | -241570 | 327259 | 237477 | 244032 |
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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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