Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2213762.5819 | 1968367.6335 | 245394.9484 | 28829982.8988 | 8832566.1721 | 19997416.7266 |
Total P&L (%) | 2213.7626 | 1968.3676 | 245.3949 | 28829.9829 | 8832.5662 | 19997.4167 |
Avg Daily Profit (%) | 0.9576 | 0.8515 | 0.1062 | 0.2455 | 0.1945 | 0.2297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88722 | -73212 | -53270 | -28566284 | -13246293 | -15319990 |
Profit Factor | 4.123 | 6.5822 | 1.6888 | 1.3157 | 1.2067 | 1.4114 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 48.0874 | 45.6522 | 50.5495 | 48.0874 | 45.6522 | 50.5495 |
Ratio Avg Win / Avg Loss | 4.4509 | 7.836 | 1.6521 | 1.4203 | 1.4366 | 1.3808 |
Largest Winning Trade | 1608373 | 1608373 | 77681 | 13192998 | 10696626 | 13192998 |
Largest Losing Trade | -42908 | -42908 | -32462 | -11539242 | -7423612 | -11539242 |
Avg Bars in Trades | 72 | 71 | 74 | 72 | 71 | 74 |
Avg Bars in Winners | 95 | 94 | 97 | 95 | 94 | 97 |
Avg Bars in Losers | 51 | 53 | 50 | 51 | 53 | 50 |
Bars Traded | 13355 | 6610 | 6745 | 13355 | 6610 | 6745 |
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 | 744089 | 710627 | -48306 | 317541 | 198197 | 317390 |
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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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