Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1796639.7534 | 1608188.2357 | 188451.5178 | 61745904.8186 | 41081864.8835 | 20664039.935 |
Total P&L (%) | 1796.6398 | 1608.1882 | 188.4515 | 61745.9048 | 41081.8649 | 20664.0399 |
Avg Daily Profit (%) | 0.9856 | 0.8822 | 0.1034 | 0.3532 | 0.3308 | 0.2932 |
Buy And Hold Return (%) | 725.7746 | 725.7746 | 725.7746 | 725.7746 | 725.7746 | 725.7746 |
Max Trade Drawdown | -69773 | -46504 | -47167 | -67275317 | -45604826 | -49888197 |
Profit Factor | 3.6977 | 6.0286 | 1.5444 | 1.244 | 1.3344 | 1.1587 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Profitability (%) | 31.3559 | 31.3559 | 31.3559 | 31.3559 | 31.3559 | 31.3559 |
Ratio Avg Win / Avg Loss | 8.0949 | 13.1977 | 3.3809 | 2.7233 | 2.9213 | 2.5365 |
Largest Winning Trade | 927328 | 927328 | 76848 | 48118013 | 48118013 | 26583700 |
Largest Losing Trade | -18009 | -18009 | -11691 | -10860809 | -7660606 | -10860809 |
Avg Bars in Trades | 91 | 82 | 99 | 91 | 82 | 99 |
Avg Bars in Winners | 229 | 202 | 256 | 229 | 202 | 256 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 21519 | 9732 | 11787 | 21519 | 9732 | 11787 |
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 | 375569 | 317681 | -225541 | 150638 | 110526 | -43541 |
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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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