Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2418436.0982 | 2336532.7513 | 81903.3469 | 8149542.2447 | 1320731.1935 | 6828811.0512 |
Total P&L (%) | 2418.4361 | 2336.5328 | 81.9033 | 8149.5422 | 1320.7312 | 6828.8111 |
Avg Daily Profit (%) | 1.1613 | 1.122 | 0.0393 | 0.2121 | 0.1275 | 0.2037 |
Buy And Hold Return (%) | 994.5313 | 994.5313 | 994.5313 | 994.5313 | 994.5313 | 994.5313 |
Max Trade Drawdown | -132658 | -90875 | -87442 | -19206962 | -19115635 | -5959590 |
Profit Factor | 4.2219 | 6.8969 | 1.2311 | 1.1014 | 1.0282 | 1.2042 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 54 | 21 | 33 | 54 | 21 | 33 |
Losing Trades | 118 | 65 | 53 | 118 | 65 | 53 |
Profitability (%) | 31.3953 | 24.4186 | 38.3721 | 31.3953 | 24.4186 | 38.3721 |
Ratio Avg Win / Avg Loss | 9.2256 | 21.3476 | 1.9772 | 2.4068 | 3.1824 | 1.9339 |
Largest Winning Trade | 1594292 | 1594292 | 53082 | 14721456 | 14721456 | 6021936 |
Largest Losing Trade | -27772 | -17708 | -27772 | -4513751 | -3894283 | -4513751 |
Avg Bars in Trades | 143 | 140 | 146 | 143 | 140 | 146 |
Avg Bars in Winners | 323 | 389 | 282 | 323 | 389 | 282 |
Avg Bars in Losers | 61 | 60 | 62 | 61 | 60 | 62 |
Bars Traded | 24717 | 12101 | 12616 | 24717 | 12101 | 12616 |
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 | 372926 | -15287 | -310217 | -106052 | -307254 | 134771 |
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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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