Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1222540.0539 | 1035156.2877 | 187383.7662 | 11118595.2323 | 7648690.6473 | 3469904.585 |
Total P&L (%) | 1222.5401 | 1035.1563 | 187.3838 | 11118.5952 | 7648.6906 | 3469.9046 |
Avg Daily Profit (%) | 0.587 | 0.497 | 0.09 | 0.2269 | 0.2091 | 0.1718 |
Buy And Hold Return (%) | 85.5046 | 85.5046 | 85.5046 | 85.5046 | 85.5046 | 85.5046 |
Max Trade Drawdown | -118482 | -100426 | -127273 | -34981136 | -25725971 | -10982488 |
Profit Factor | 2.2517 | 3.0942 | 1.3884 | 1.1418 | 1.1691 | 1.1046 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 43.1694 | 39.5604 | 46.7391 | 43.1694 | 39.5604 | 46.7391 |
Ratio Avg Win / Avg Loss | 2.9642 | 4.7273 | 1.5821 | 1.5031 | 1.7861 | 1.2587 |
Largest Winning Trade | 491426 | 491426 | 57772 | 25807886 | 25807886 | 4989804 |
Largest Losing Trade | -35228 | -35228 | -27620 | -8319501 | -8319501 | -5648405 |
Avg Bars in Trades | 134 | 134 | 134 | 134 | 134 | 134 |
Avg Bars in Winners | 214 | 226 | 203 | 214 | 226 | 203 |
Avg Bars in Losers | 74 | 73 | 74 | 74 | 73 | 74 |
Bars Traded | 24639 | 12224 | 12414 | 24639 | 12224 | 12414 |
Profit Streak | 16.1724 | 0 | 26.4224 | 16.1724 | 0 | 26.4224 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522345 | 436217 | -77763 | -56291 | -29651 | -98735 |
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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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