Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3421196.7716 | 3213551.977 | 207644.7946 | 29482706.1807 | 15051847.4484 | 14430858.7323 |
Total P&L (%) | 3421.1968 | 3213.552 | 207.6448 | 29482.7062 | 15051.8474 | 14430.8587 |
Avg Daily Profit (%) | 1.4766 | 1.3869 | 0.0896 | 0.2459 | 0.2169 | 0.2151 |
Buy And Hold Return (%) | 29.8054 | 29.8054 | 29.8054 | 29.8054 | 29.8054 | 29.8054 |
Max Trade Drawdown | -81964 | -162493 | -60571 | -24165143 | -23563625 | -12826029 |
Profit Factor | 5.8325 | 9.0537 | 1.6721 | 1.2589 | 1.2312 | 1.2959 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Profitability (%) | 29.7619 | 27.381 | 32.1429 | 29.7619 | 27.381 | 32.1429 |
Ratio Avg Win / Avg Loss | 13.7647 | 24.0119 | 3.53 | 2.9709 | 3.2652 | 2.7357 |
Largest Winning Trade | 2860393 | 2860393 | 60664 | 17132781 | 15793220 | 17132781 |
Largest Losing Trade | -40624 | -40624 | -24348 | -6899897 | -6899897 | -5512034 |
Avg Bars in Trades | 26 | 29 | 22 | 26 | 29 | 22 |
Avg Bars in Winners | 61 | 70 | 54 | 61 | 70 | 54 |
Avg Bars in Losers | 11 | 14 | 7 | 11 | 14 | 7 |
Bars Traded | 4370 | 2488 | 1882 | 4370 | 2488 | 1882 |
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 | 521617 | 101922 | -77166 | 61345 | -10415 | 84264 |
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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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