Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1727755.3865 | 1601320.3164 | 126435.0701 | 113304679.3515 | 74692937.5625 | 38611741.789 |
Total P&L (%) | 1727.7554 | 1601.3203 | 126.4351 | 113304.6794 | 74692.9376 | 38611.7418 |
Avg Daily Profit (%) | 0.7613 | 0.7056 | 0.0557 | 0.3104 | 0.292 | 0.2629 |
Buy And Hold Return (%) | 9283.3081 | 9283.3081 | 9283.3081 | 9283.3081 | 9283.3081 | 9283.3081 |
Max Trade Drawdown | -73719 | -69344 | -97688 | -21055638 | -14615807 | -15373970 |
Profit Factor | 3.8792 | 6.5096 | 1.4086 | 2.5082 | 3.1736 | 1.9472 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Profitability (%) | 41.0959 | 42.4658 | 39.726 | 41.0959 | 42.4658 | 39.726 |
Ratio Avg Win / Avg Loss | 5.5602 | 8.8194 | 2.1372 | 3.595 | 4.2997 | 2.9544 |
Largest Winning Trade | 733082 | 733082 | 50943 | 40907269 | 40907269 | 19657538 |
Largest Losing Trade | -36911 | -30052 | -36911 | -15373970 | -7119970 | -15373970 |
Avg Bars in Trades | 60 | 58 | 63 | 60 | 58 | 63 |
Avg Bars in Winners | 102 | 95 | 109 | 102 | 95 | 109 |
Avg Bars in Losers | 32 | 30 | 33 | 32 | 30 | 33 |
Bars Traded | 8903 | 4255 | 4648 | 8903 | 4255 | 4648 |
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 | -149046 | -219778 | -358397 | 384688 | -59999 | -65760 |
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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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