Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1672649.1364 | 1487702.6342 | 184946.5022 | 27792654.1767 | 19328438.6499 | 8464215.5268 |
Total P&L (%) | 1672.6491 | 1487.7026 | 184.9465 | 27792.6542 | 19328.4387 | 8464.2155 |
Avg Daily Profit (%) | 0.7561 | 0.6725 | 0.0836 | 0.2549 | 0.2385 | 0.2014 |
Buy And Hold Return (%) | 519.2999 | 519.2999 | 519.2999 | 519.2999 | 519.2999 | 519.2999 |
Max Trade Drawdown | -111128 | -90514 | -96105 | -74849266 | -56857614 | -41855448 |
Profit Factor | 2.2465 | 3.355 | 1.2604 | 1.0916 | 1.1444 | 1.05 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 156 | 70 | 86 | 156 | 70 | 86 |
Losing Trades | 219 | 118 | 101 | 219 | 118 | 101 |
Profitability (%) | 41.6 | 37.234 | 45.9893 | 41.6 | 37.234 | 45.9893 |
Ratio Avg Win / Avg Loss | 3.1537 | 5.6556 | 1.4803 | 1.5325 | 1.9291 | 1.2331 |
Largest Winning Trade | 1017891 | 1017891 | 46575 | 17646745 | 17646745 | 16376871 |
Largest Losing Trade | -40576 | -20918 | -40576 | -15512492 | -12560887 | -15512492 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 6592 | 3134 | 3458 | 6592 | 3134 | 3458 |
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 | 472432 | 396068 | -248136 | -111157 | -56520 | -158390 |
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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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