Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1446131.8355 | 1311568.8078 | 134563.0277 | 18645977.2278 | 16870721.8898 | 1775255.338 |
Total P&L (%) | 1446.1318 | 1311.5688 | 134.563 | 18645.9772 | 16870.7219 | 1775.2553 |
Avg Daily Profit (%) | 0.7944 | 0.7205 | 0.0739 | 0.2879 | 0.2824 | 0.1612 |
Buy And Hold Return (%) | 629.3827 | 629.3827 | 629.3827 | 629.3827 | 629.3827 | 629.3827 |
Max Trade Drawdown | -83271 | -54907 | -48662 | -32472043 | -22489119 | -14644075 |
Profit Factor | 3.372 | 5.6929 | 1.4075 | 1.1515 | 1.2872 | 1.0276 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 34.0136 | 31.5068 | 36.4865 | 34.0136 | 31.5068 | 36.4865 |
Ratio Avg Win / Avg Loss | 6.5417 | 12.3759 | 2.4502 | 2.2339 | 2.7984 | 1.7888 |
Largest Winning Trade | 780182 | 780182 | 74575 | 16484175 | 16484175 | 12359474 |
Largest Losing Trade | -23691 | -17778 | -23691 | -5771847 | -5650117 | -5771847 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 72 | 66 | 77 | 72 | 66 | 77 |
Avg Bars in Losers | 17 | 19 | 16 | 17 | 19 | 16 |
Bars Traded | 5336 | 2488 | 2848 | 5336 | 2488 | 2848 |
Profit Streak | 0 | 14.4346 | 0 | 0 | 14.4346 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318027 | -64097 | -327882 | -49817 | -68698 | -254348 |
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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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