Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009515.7693 | 866993.9783 | 142521.7909 | 3347261.5107 | 2817643.1617 | 529618.3489 |
Total P&L (%) | 1009.5158 | 866.994 | 142.5218 | 3347.2615 | 2817.6432 | 529.6183 |
Avg Daily Profit (%) | 0.4846 | 0.4162 | 0.0684 | 0.1701 | 0.1621 | 0.0884 |
Buy And Hold Return (%) | 31.8373 | 31.8373 | 31.8373 | 31.8373 | 31.8373 | 31.8373 |
Max Trade Drawdown | -139051 | -117961 | -92848 | -24124754 | -12041873 | -16525291 |
Profit Factor | 2.0652 | 2.7089 | 1.3236 | 1.0483 | 1.0811 | 1.0153 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 48.1481 | 44.4444 | 51.8519 | 48.1481 | 44.4444 | 51.8519 |
Ratio Avg Win / Avg Loss | 2.2241 | 3.3861 | 1.2291 | 1.1289 | 1.3514 | 0.9428 |
Largest Winning Trade | 318348 | 318348 | 69620 | 11495326 | 11495326 | 6619395 |
Largest Losing Trade | -60440 | -35876 | -60440 | -7913809 | -3473292 | -7913809 |
Avg Bars in Trades | 152 | 144 | 161 | 152 | 144 | 161 |
Avg Bars in Winners | 197 | 203 | 193 | 197 | 203 | 193 |
Avg Bars in Losers | 110 | 96 | 126 | 110 | 96 | 126 |
Bars Traded | 24718 | 11677 | 13041 | 24718 | 11677 | 13041 |
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 | 522885 | 33655 | -114879 | -159513 | -137741 | -291649 |
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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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