Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001011.3681 | 814237.9934 | 186773.3747 | 8535708.7754 | 199108.8899 | 8336599.8854 |
Total P&L (%) | 1001.0114 | 814.238 | 186.7734 | 8535.7088 | 199.1089 | 8336.5999 |
Avg Daily Profit (%) | 0.4805 | 0.3908 | 0.0897 | 0.2142 | 0.0526 | 0.2131 |
Buy And Hold Return (%) | 34.8214 | 34.8214 | 34.8214 | 34.8214 | 34.8214 | 34.8214 |
Max Trade Drawdown | -87247 | -72618 | -85583 | -14958032 | -12098391 | -6790781 |
Profit Factor | 2.3949 | 3.0077 | 1.5985 | 1.1986 | 1.0078 | 1.4746 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 36.6864 | 33.3333 | 40 | 36.6864 | 33.3333 | 40 |
Ratio Avg Win / Avg Loss | 4.1332 | 6.0154 | 2.3978 | 2.0686 | 2.0157 | 2.2119 |
Largest Winning Trade | 307554 | 307554 | 53011 | 9396938 | 9396938 | 5695201 |
Largest Losing Trade | -22859 | -22859 | -17232 | -3745900 | -2746669 | -3745900 |
Avg Bars in Trades | 145 | 128 | 162 | 145 | 128 | 162 |
Avg Bars in Winners | 277 | 267 | 286 | 277 | 267 | 286 |
Avg Bars in Losers | 69 | 59 | 79 | 69 | 59 | 79 |
Bars Traded | 24617 | 10819 | 13799 | 24617 | 10819 | 13799 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385386 | 309706 | -75558 | 106103 | -341127 | 223058 |
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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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