Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2171568.4209 | 2053017.6375 | 118550.7835 | 8121005.7858 | 1932959.0882 | 6188046.6976 |
Total P&L (%) | 2171.5684 | 2053.0176 | 118.5508 | 8121.0058 | 1932.9591 | 6188.0467 |
Avg Daily Profit (%) | 0.9191 | 0.8689 | 0.0502 | 0.1868 | 0.1276 | 0.1754 |
Buy And Hold Return (%) | 627.2727 | 627.2727 | 627.2727 | 627.2727 | 627.2727 | 627.2727 |
Max Trade Drawdown | -161715 | -171537 | -52143 | -7777990 | -7617259 | -1069921 |
Profit Factor | 3.1146 | 3.739 | 1.4274 | 1.2401 | 1.0734 | 1.8258 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 111 | 44 | 67 | 111 | 44 | 67 |
Losing Trades | 205 | 114 | 91 | 205 | 114 | 91 |
Profitability (%) | 35.1266 | 27.8481 | 42.4051 | 35.1266 | 27.8481 | 42.4051 |
Ratio Avg Win / Avg Loss | 5.7522 | 9.6875 | 1.9387 | 2.2902 | 2.7811 | 2.4798 |
Largest Winning Trade | 1504959 | 1504959 | 30524 | 5533697 | 5533697 | 1548263 |
Largest Losing Trade | -38392 | -38392 | -15267 | -2859857 | -2859857 | -900989 |
Avg Bars in Trades | 44 | 84 | 4 | 44 | 84 | 4 |
Avg Bars in Winners | 77 | 187 | 5 | 77 | 187 | 5 |
Avg Bars in Losers | 26 | 44 | 4 | 26 | 44 | 4 |
Bars Traded | 14036 | 13282 | 754 | 14036 | 13282 | 754 |
Profit Streak | 0 | 0 | 5.1861 | 0 | 0 | 5.1861 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445981 | 8557 | -291403 | 166384 | -181021 | 345648 |
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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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