Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1636719.2921 | 1472731.3233 | 163987.9688 | 34263632.79 | 26977348.9048 | 7286283.8852 |
Total P&L (%) | 1636.7193 | 1472.7313 | 163.988 | 34263.6328 | 26977.3489 | 7286.2839 |
Avg Daily Profit (%) | 0.8977 | 0.8077 | 0.0899 | 0.3208 | 0.3077 | 0.2362 |
Buy And Hold Return (%) | 767.4501 | 767.4501 | 767.4501 | 767.4501 | 767.4501 | 767.4501 |
Max Trade Drawdown | -81540 | -56558 | -60619 | -34353897 | -26146484 | -24605499 |
Profit Factor | 3.3387 | 5.5766 | 1.4338 | 1.2412 | 1.384 | 1.1014 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 36.0465 | 36.0465 | 36.0465 | 36.0465 | 36.0465 | 36.0465 |
Ratio Avg Win / Avg Loss | 5.9235 | 9.8939 | 2.5438 | 2.2021 | 2.4555 | 1.9542 |
Largest Winning Trade | 913379 | 913379 | 77291 | 27875575 | 27875575 | 15952093 |
Largest Losing Trade | -16105 | -15508 | -16105 | -8634698 | -7711534 | -8634698 |
Avg Bars in Trades | 125 | 113 | 136 | 125 | 113 | 136 |
Avg Bars in Winners | 247 | 216 | 277 | 247 | 216 | 277 |
Avg Bars in Losers | 56 | 55 | 56 | 56 | 55 | 56 |
Bars Traded | 21528 | 9784 | 11743 | 21528 | 9784 | 11743 |
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 | 327763 | 295595 | -242403 | 193683 | 176972 | -105226 |
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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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