Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2215253.9693 | 1997001.3823 | 218252.587 | 76383153.2312 | 26392924.0745 | 49990229.1567 |
Total P&L (%) | 2215.254 | 1997.0014 | 218.2526 | 76383.1532 | 26392.9241 | 49990.2292 |
Avg Daily Profit (%) | 1.1774 | 1.0614 | 0.116 | 0.3535 | 0.297 | 0.3309 |
Buy And Hold Return (%) | 463.6166 | 463.6166 | 463.6166 | 463.6166 | 463.6166 | 463.6166 |
Max Trade Drawdown | -57073 | -88069 | -32726 | -15793224 | -12421690 | -6817398 |
Profit Factor | 7.6814 | 12.1475 | 2.432 | 2.1551 | 1.5996 | 3.2615 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 42.6829 | 36.5854 | 48.7805 | 42.6829 | 36.5854 | 48.7805 |
Ratio Avg Win / Avg Loss | 10.315 | 21.0557 | 2.5536 | 2.894 | 2.7726 | 3.4246 |
Largest Winning Trade | 1128960 | 1128960 | 53425 | 33392031 | 33392031 | 27088003 |
Largest Losing Trade | -24113 | -20764 | -24113 | -7784078 | -7784078 | -3217884 |
Avg Bars in Trades | 42 | 34 | 50 | 42 | 34 | 50 |
Avg Bars in Winners | 76 | 62 | 86 | 76 | 62 | 86 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 3492 | 1404 | 2089 | 3492 | 1404 | 2089 |
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 | 319256 | 532480 | -199723 | 65749 | 241605 | 538315 |
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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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