Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1594997.3982 | 1481133.8188 | 113863.5794 | 12396774.7782 | 10849830.2463 | 1546944.5319 |
Total P&L (%) | 1594.9974 | 1481.1338 | 113.8636 | 12396.7748 | 10849.8302 | 1546.9445 |
Avg Daily Profit (%) | 0.8769 | 0.8143 | 0.0626 | 0.2658 | 0.2585 | 0.1541 |
Buy And Hold Return (%) | 742.1084 | 742.1084 | 742.1084 | 742.1084 | 742.1084 | 742.1084 |
Max Trade Drawdown | -77384 | -50570 | -46925 | -12067270 | -7475357 | -8079021 |
Profit Factor | 3.3816 | 5.5024 | 1.3342 | 1.2518 | 1.4702 | 1.0592 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 36.0656 | 31.1475 | 40.9836 | 36.0656 | 31.1475 | 40.9836 |
Ratio Avg Win / Avg Loss | 5.9947 | 12.1633 | 1.9212 | 2.2192 | 3.2498 | 1.5252 |
Largest Winning Trade | 965745 | 965745 | 74933 | 6734797 | 6668600 | 6734797 |
Largest Losing Trade | -24774 | -24100 | -24774 | -4484855 | -2694693 | -4484855 |
Avg Bars in Trades | 175 | 166 | 185 | 175 | 166 | 185 |
Avg Bars in Winners | 306 | 294 | 314 | 306 | 294 | 314 |
Avg Bars in Losers | 102 | 108 | 95 | 102 | 108 | 95 |
Bars Traded | 21443 | 10137 | 11306 | 21443 | 10137 | 11306 |
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 | 313569 | -154864 | -439182 | 158591 | -158517 | -318482 |
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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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