Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1236783.861 | 1093324.9599 | 143458.9011 | 23483248.61 | 20179104.812 | 3304143.798 |
Total P&L (%) | 1236.7839 | 1093.325 | 143.4589 | 23483.2486 | 20179.1048 | 3304.1438 |
Avg Daily Profit (%) | 0.682 | 0.6029 | 0.0791 | 0.3017 | 0.2934 | 0.1947 |
Buy And Hold Return (%) | 549.083 | 549.083 | 549.083 | 549.083 | 549.083 | 549.083 |
Max Trade Drawdown | -62759 | -50237 | -53672 | -13203423 | -10401646 | -10359490 |
Profit Factor | 2.7446 | 4.2765 | 1.3823 | 1.3563 | 1.6324 | 1.0972 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 39.8734 | 36.7089 | 43.038 | 39.8734 | 36.7089 | 43.038 |
Ratio Avg Win / Avg Loss | 4.1386 | 7.3733 | 1.8295 | 2.0452 | 2.8145 | 1.4521 |
Largest Winning Trade | 342628 | 342628 | 76199 | 13503861 | 13503861 | 9696018 |
Largest Losing Trade | -22428 | -18870 | -22428 | -6058799 | -3289233 | -6058799 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 41 | 40 | 41 | 41 | 40 | 41 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3579 | 1685 | 1894 | 3579 | 1685 | 1894 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336817 | -20051 | -280799 | 274083 | -19922 | -135690 |
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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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