Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1720283.2808 | 1543056.1511 | 177227.1297 | 52387292.4429 | 36141969.5802 | 16245322.8627 |
Total P&L (%) | 1720.2833 | 1543.0562 | 177.2271 | 52387.2924 | 36141.9696 | 16245.3229 |
Avg Daily Profit (%) | 0.9447 | 0.8474 | 0.0973 | 0.3445 | 0.3241 | 0.2803 |
Buy And Hold Return (%) | 587.0638 | 587.0638 | 587.0638 | 587.0638 | 587.0638 | 587.0638 |
Max Trade Drawdown | -57971 | -38668 | -40442 | -36212170 | -26459970 | -27577738 |
Profit Factor | 3.8964 | 6.7309 | 1.5458 | 1.3407 | 1.51 | 1.1959 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Profitability (%) | 30.5389 | 28.9157 | 32.1429 | 30.5389 | 28.9157 | 32.1429 |
Ratio Avg Win / Avg Loss | 8.8624 | 16.5468 | 3.2634 | 3.0494 | 3.7122 | 2.5248 |
Largest Winning Trade | 871510 | 871510 | 77406 | 30883157 | 30883157 | 16625671 |
Largest Losing Trade | -15941 | -15941 | -14268 | -7468387 | -6137828 | -7468387 |
Avg Bars in Trades | 127 | 118 | 136 | 127 | 118 | 136 |
Avg Bars in Winners | 303 | 284 | 321 | 303 | 284 | 321 |
Avg Bars in Losers | 50 | 51 | 49 | 50 | 51 | 49 |
Bars Traded | 21337 | 9853 | 11484 | 21337 | 9853 | 11484 |
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 | 374789 | 194585 | -233389 | 144841 | -1311 | -2434 |
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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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