Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1822094.0111 | 1774088.4497 | 48005.5615 | 460074.5372 | 330697.89 | 129376.6471 |
Total P&L (%) | 1822.094 | 1774.0885 | 48.0056 | 460.0745 | 330.6979 | 129.3766 |
Avg Daily Profit (%) | 0.8746 | 0.8516 | 0.023 | 0.0827 | 0.0701 | 0.0399 |
Buy And Hold Return (%) | 112.8743 | 112.8743 | 112.8743 | 112.8743 | 112.8743 | 112.8743 |
Max Trade Drawdown | -197971 | -142943 | -72170 | -7701748 | -8304635 | -1850804 |
Profit Factor | 2.8108 | 3.3181 | 1.1992 | 1.014 | 1.0126 | 1.0194 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 38.5621 | 30.2632 | 46.7532 | 38.5621 | 30.2632 | 46.7532 |
Ratio Avg Win / Avg Loss | 4.4782 | 7.6461 | 1.3658 | 1.6156 | 2.3335 | 1.161 |
Largest Winning Trade | 1358177 | 1358177 | 57245 | 6418158 | 6418158 | 1243351 |
Largest Losing Trade | -42070 | -42070 | -20609 | -3319165 | -3319165 | -727545 |
Avg Bars in Trades | 160 | 291 | 31 | 160 | 291 | 31 |
Avg Bars in Winners | 235 | 541 | 40 | 235 | 541 | 40 |
Avg Bars in Losers | 113 | 182 | 23 | 113 | 182 | 23 |
Bars Traded | 24553 | 22119 | 2434 | 24553 | 22119 | 2434 |
Profit Streak | 5.2993 | 0 | 56.2993 | 5.2993 | 0 | 56.2993 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563756 | -37578 | -371880 | -291577 | -365133 | -501769 |
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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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