Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1130485.9053 | 1019034.3796 | 111451.5256 | 4024889.4214 | 2768087.6313 | 1256801.7902 |
Total P&L (%) | 1130.4859 | 1019.0344 | 111.4515 | 4024.8894 | 2768.0876 | 1256.8018 |
Avg Daily Profit (%) | 0.6022 | 0.5429 | 0.0594 | 0.1983 | 0.179 | 0.139 |
Buy And Hold Return (%) | 382.1708 | 382.1708 | 382.1708 | 382.1708 | 382.1708 | 382.1708 |
Max Trade Drawdown | -153808 | -113996 | -114474 | -33378255 | -21388577 | -25857825 |
Profit Factor | 1.8037 | 2.4399 | 1.1595 | 1.0303 | 1.0407 | 1.0194 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 159 | 64 | 95 | 159 | 64 | 95 |
Losing Trades | 180 | 105 | 75 | 180 | 105 | 75 |
Profitability (%) | 46.9027 | 37.8698 | 55.8824 | 46.9027 | 37.8698 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.0419 | 4.003 | 0.9154 | 1.1664 | 1.7075 | 0.8048 |
Largest Winning Trade | 231359 | 231359 | 40998 | 9733835 | 9733835 | 5891502 |
Largest Losing Trade | -65171 | -35749 | -65171 | -8988997 | -8988997 | -6488381 |
Avg Bars in Trades | 65 | 67 | 63 | 65 | 67 | 63 |
Avg Bars in Winners | 82 | 90 | 76 | 82 | 90 | 76 |
Avg Bars in Losers | 50 | 53 | 47 | 50 | 53 | 47 |
Bars Traded | 22222 | 11403 | 10819 | 22222 | 11403 | 10819 |
Profit Streak | 29.6066 | 42.2733 | 29.6066 | 29.6066 | 42.2733 | 29.6066 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479552 | 332835 | -324572 | -177605 | -169707 | -209149 |
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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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