Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1470438.618 | 1352179.2036 | 118259.4144 | 11451023.7926 | 15633085.4563 | -4182061.6637 |
Total P&L (%) | 1470.4386 | 1352.1792 | 118.2594 | 11451.0238 | 15633.0855 | -4182.0617 |
Avg Daily Profit (%) | 0.8095 | 0.7444 | 0.0651 | 0.2618 | 0.2789 | 0 |
Buy And Hold Return (%) | 691.6392 | 691.6392 | 691.6392 | 691.6392 | 691.6392 | 691.6392 |
Max Trade Drawdown | -96018 | -115655 | -35555 | -10963405 | -7218708 | -5446845 |
Profit Factor | 3.4186 | 5.1164 | 1.4231 | 1.214 | 1.5832 | 0.8433 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
Profitability (%) | 40.8759 | 32.3529 | 49.2754 | 40.8759 | 32.3529 | 49.2754 |
Ratio Avg Win / Avg Loss | 4.9448 | 10.698 | 1.465 | 1.756 | 3.3103 | 0.8681 |
Largest Winning Trade | 814096 | 814096 | 59870 | 13888093 | 13888093 | 5008602 |
Largest Losing Trade | -27264 | -22212 | -27264 | -3949410 | -2445404 | -3949410 |
Avg Bars in Trades | 25 | 29 | 21 | 25 | 29 | 21 |
Avg Bars in Winners | 40 | 55 | 30 | 40 | 55 | 30 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 3519 | 2004 | 1515 | 3519 | 2004 | 1515 |
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 | 387204 | -102660 | -372905 | 227806 | -104405 | -682740 |
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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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