Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1366629.8116 | 1228040.7877 | 138589.0239 | 18660850.0658 | 13055227.7681 | 5605622.2977 |
Total P&L (%) | 1366.6298 | 1228.0408 | 138.589 | 18660.8501 | 13055.2278 | 5605.6223 |
Avg Daily Profit (%) | 0.6164 | 0.5539 | 0.0625 | 0.2364 | 0.2203 | 0.1826 |
Buy And Hold Return (%) | 539.7841 | 539.7841 | 539.7841 | 539.7841 | 539.7841 | 539.7841 |
Max Trade Drawdown | -128698 | -43064 | -109653 | -11722721 | -7470183 | -12297426 |
Profit Factor | 2.3553 | 3.8863 | 1.2378 | 1.2099 | 1.3191 | 1.1168 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 45.9459 | 44.086 | 47.8261 | 45.9459 | 44.086 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.7709 | 4.9289 | 1.3503 | 1.4234 | 1.6731 | 1.2183 |
Largest Winning Trade | 439283 | 439283 | 58673 | 6680557 | 6680557 | 5842171 |
Largest Losing Trade | -62670 | -35077 | -62670 | -4034555 | -3555748 | -4034555 |
Avg Bars in Trades | 35 | 27 | 43 | 35 | 27 | 43 |
Avg Bars in Winners | 49 | 37 | 60 | 49 | 37 | 60 |
Avg Bars in Losers | 23 | 18 | 27 | 23 | 18 | 27 |
Bars Traded | 6529 | 2516 | 4013 | 6529 | 2516 | 4013 |
Profit Streak | 22.6691 | 43.6691 | 0 | 22.6691 | 43.6691 | 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 | 449827 | 403600 | -276685 | 281575 | 278960 | -85315 |
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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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