Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733607.0228 | 605844.7963 | 127762.2266 | 3071769.3779 | 7774225.1555 | -4702455.7776 |
Total P&L (%) | 733.607 | 605.8448 | 127.7622 | 3071.7694 | 7774.2252 | -4702.4558 |
Avg Daily Profit (%) | 0.404 | 0.3336 | 0.0704 | 0.1905 | 0.2407 | 0 |
Buy And Hold Return (%) | 128.2048 | 128.2048 | 128.2048 | 128.2048 | 128.2048 | 128.2048 |
Max Trade Drawdown | -129931 | -79656 | -80337 | -11619713 | -4202287 | -10062380 |
Profit Factor | 1.6579 | 2.1176 | 1.223 | 1.0642 | 1.3803 | 0.8285 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 159 | 83 | 76 | 159 | 83 | 76 |
Profitability (%) | 40.8922 | 38.0597 | 43.7037 | 40.8922 | 38.0597 | 43.7037 |
Ratio Avg Win / Avg Loss | 2.3965 | 3.4462 | 1.5754 | 1.5382 | 2.2463 | 1.0672 |
Largest Winning Trade | 212325 | 212325 | 43247 | 3319366 | 3319366 | 1958578 |
Largest Losing Trade | -38591 | -30675 | -38591 | -5708247 | -1560275 | -5708247 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 3375 | 1753 | 1622 | 3375 | 1753 | 1622 |
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 | 367643 | 254343 | -266421 | -142718 | 198245 | -581478 |
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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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