Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220979.9641 | 1033369.0685 | 187610.8956 | 38447805.6094 | 26223131.0079 | 12224674.6015 |
Total P&L (%) | 1220.98 | 1033.3691 | 187.6109 | 38447.8056 | 26223.131 | 12224.6746 |
Avg Daily Profit (%) | 0.6684 | 0.5657 | 0.1027 | 0.3265 | 0.3056 | 0.2639 |
Buy And Hold Return (%) | 679.1506 | 679.1506 | 679.1506 | 679.1506 | 679.1506 | 679.1506 |
Max Trade Drawdown | -109064 | -63945 | -96378 | -11503202 | -16753496 | -7715412 |
Profit Factor | 2.2079 | 2.9737 | 1.3851 | 1.5022 | 1.6085 | 1.3652 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 117 | 52 | 65 | 117 | 52 | 65 |
Losing Trades | 172 | 93 | 79 | 172 | 93 | 79 |
Profitability (%) | 40.4844 | 35.8621 | 45.1389 | 40.4844 | 35.8621 | 45.1389 |
Ratio Avg Win / Avg Loss | 3.2459 | 5.3183 | 1.6834 | 2.2083 | 2.8767 | 1.6593 |
Largest Winning Trade | 287679 | 287679 | 38025 | 15956436 | 15956436 | 6459043 |
Largest Losing Trade | -29353 | -20579 | -29353 | -4740432 | -4740432 | -2724679 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 5428 | 2851 | 2577 | 5428 | 2851 | 2577 |
Profit Streak | 19.964 | 27.964 | 0 | 19.964 | 27.964 | 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 | 239418 | 68916 | -221711 | 366983 | 256852 | 302118 |
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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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