Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136045.7167 | 941544.1764 | 194501.5403 | 44772373.1045 | 31603697.5683 | 13168675.5362 |
Total P&L (%) | 1136.0457 | 941.5442 | 194.5015 | 44772.3731 | 31603.6976 | 13168.6755 |
Avg Daily Profit (%) | 0.6243 | 0.5174 | 0.1069 | 0.3361 | 0.317 | 0.269 |
Buy And Hold Return (%) | 657.7108 | 657.7108 | 657.7108 | 657.7108 | 657.7108 | 657.7108 |
Max Trade Drawdown | -70503 | -50331 | -72033 | -30420404 | -33056984 | -24630643 |
Profit Factor | 2.7827 | 4.1027 | 1.5827 | 1.2623 | 1.3481 | 1.1648 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 44.8276 | 41.6667 | 47.9452 | 44.8276 | 41.6667 | 47.9452 |
Ratio Avg Win / Avg Loss | 3.4248 | 5.7438 | 1.7183 | 1.5536 | 1.8873 | 1.2646 |
Largest Winning Trade | 221367 | 221367 | 63438 | 26892416 | 26892416 | 16388765 |
Largest Losing Trade | -32095 | -19684 | -32095 | -9527666 | -7772529 | -9527666 |
Avg Bars in Trades | 148 | 140 | 156 | 148 | 140 | 156 |
Avg Bars in Winners | 239 | 237 | 241 | 239 | 237 | 241 |
Avg Bars in Losers | 74 | 71 | 78 | 74 | 71 | 78 |
Bars Traded | 21551 | 10121 | 11430 | 21551 | 10121 | 11430 |
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 | 239036 | -96329 | -285906 | 307359 | -72172 | -103399 |
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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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