Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1138164.3577 | 986201.2192 | 151963.1385 | 19776533.8619 | 15705700.8888 | 4070832.9731 |
Total P&L (%) | 1138.1644 | 986.2012 | 151.9631 | 19776.5339 | 15705.7009 | 4070.833 |
Avg Daily Profit (%) | 0.6231 | 0.5399 | 0.0832 | 0.2901 | 0.2776 | 0.2044 |
Buy And Hold Return (%) | 675.7117 | 675.7117 | 675.7117 | 675.7117 | 675.7117 | 675.7117 |
Max Trade Drawdown | -114613 | -60257 | -97868 | -7888628 | -11494848 | -6246180 |
Profit Factor | 2.1345 | 2.9994 | 1.298 | 1.3512 | 1.5512 | 1.1463 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Losing Trades | 155 | 81 | 74 | 155 | 81 | 74 |
Profitability (%) | 42.8044 | 40.4412 | 45.1852 | 42.8044 | 40.4412 | 45.1852 |
Ratio Avg Win / Avg Loss | 2.8522 | 4.4173 | 1.5746 | 1.8054 | 2.2845 | 1.3906 |
Largest Winning Trade | 272689 | 272689 | 45151 | 10592334 | 10592334 | 4386725 |
Largest Losing Trade | -33575 | -17637 | -33575 | -3327179 | -3022302 | -3327179 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5429 | 2645 | 2784 | 5429 | 2645 | 2784 |
Profit Streak | 19.8823 | 27.8823 | 0 | 19.8823 | 27.8823 | 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 | 222260 | -9243 | -248270 | 351678 | 300170 | -53961 |
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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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