Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422480.6719 | 1358638.8015 | 63841.8704 | 2929657.2306 | 2527689.0285 | 401968.2022 |
Total P&L (%) | 1422.4807 | 1358.6388 | 63.8419 | 2929.6572 | 2527.689 | 401.9682 |
Avg Daily Profit (%) | 0.5668 | 0.5414 | 0.0254 | 0.136 | 0.1303 | 0.0643 |
Buy And Hold Return (%) | 427.0833 | 427.0833 | 427.0833 | 427.0833 | 427.0833 | 427.0833 |
Max Trade Drawdown | -110038 | -69238 | -81886 | -4594682 | -3426892 | -3237907 |
Profit Factor | 2.7679 | 4.7326 | 1.1449 | 1.1542 | 1.274 | 1.0411 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 163 | 84 | 79 | 163 | 84 | 79 |
Profitability (%) | 34.5382 | 32.8 | 36.2903 | 34.5382 | 32.8 | 36.2903 |
Ratio Avg Win / Avg Loss | 5.2462 | 9.6961 | 2.0099 | 2.1876 | 2.6101 | 1.8278 |
Largest Winning Trade | 1046003 | 1046003 | 55030 | 3316041 | 3316041 | 1556665 |
Largest Losing Trade | -20850 | -17573 | -20850 | -664376 | -600511 | -664376 |
Avg Bars in Trades | 29 | 26 | 33 | 29 | 26 | 33 |
Avg Bars in Winners | 67 | 58 | 76 | 67 | 58 | 76 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 7414 | 3313 | 4101 | 7414 | 3313 | 4101 |
Profit Streak | 0 | 0 | 19.8917 | 0 | 0 | 19.8917 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331396 | 322947 | -389701 | -65380 | -24936 | -452019 |
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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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