Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1549997.2082 | 1396105.3713 | 153891.8369 | 19585261.6602 | 15886760.5653 | 3698501.0949 |
Total P&L (%) | 1549.9972 | 1396.1054 | 153.8918 | 19585.2617 | 15886.7606 | 3698.5011 |
Avg Daily Profit (%) | 0.6201 | 0.5585 | 0.0616 | 0.2115 | 0.2032 | 0.1456 |
Buy And Hold Return (%) | 562.8242 | 562.8242 | 562.8242 | 562.8242 | 562.8242 | 562.8242 |
Max Trade Drawdown | -117621 | -85984 | -44315 | -53563627 | -35019890 | -21247058 |
Profit Factor | 3.6194 | 5.5749 | 1.537 | 1.143 | 1.2255 | 1.0556 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Profitability (%) | 36.1963 | 37.8049 | 34.5679 | 36.1963 | 37.8049 | 34.5679 |
Ratio Avg Win / Avg Loss | 6.3799 | 9.1716 | 2.9093 | 2.0148 | 2.0161 | 1.9982 |
Largest Winning Trade | 923601 | 923601 | 59069 | 31229893 | 31229893 | 13123707 |
Largest Losing Trade | -21197 | -21197 | -18876 | -9435468 | -5084449 | -9435468 |
Avg Bars in Trades | 60 | 53 | 67 | 60 | 53 | 67 |
Avg Bars in Winners | 122 | 95 | 152 | 122 | 95 | 152 |
Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
Bars Traded | 9871 | 4377 | 5494 | 9871 | 4377 | 5494 |
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 | 380396 | 231566 | -291816 | -58475 | -396 | -174712 |
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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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