Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1757099.7312 | 1572058.3644 | 185041.3668 | 58734840.6487 | 38753223.3723 | 19981617.2764 |
Total P&L (%) | 1757.0997 | 1572.0584 | 185.0414 | 58734.8406 | 38753.2234 | 19981.6173 |
Avg Daily Profit (%) | 0.966 | 0.8642 | 0.1017 | 0.3512 | 0.3283 | 0.2919 |
Buy And Hold Return (%) | 521.1708 | 521.1708 | 521.1708 | 521.1708 | 521.1708 | 521.1708 |
Max Trade Drawdown | -50577 | -35805 | -37250 | -32675168 | -21701061 | -25028222 |
Profit Factor | 4.05 | 6.8482 | 1.6022 | 1.4114 | 1.6005 | 1.2554 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 32.2581 | 28.5714 | 35.8974 | 32.2581 | 28.5714 | 35.8974 |
Ratio Avg Win / Avg Loss | 8.5049 | 17.1204 | 2.861 | 2.9639 | 4.0013 | 2.2418 |
Largest Winning Trade | 901433 | 901433 | 77145 | 28139368 | 28139368 | 16329416 |
Largest Losing Trade | -15553 | -15553 | -15051 | -8171789 | -7009575 | -8171789 |
Avg Bars in Trades | 137 | 128 | 146 | 137 | 128 | 146 |
Avg Bars in Winners | 304 | 308 | 302 | 304 | 308 | 302 |
Avg Bars in Losers | 58 | 56 | 59 | 58 | 56 | 59 |
Bars Traded | 21338 | 9880 | 11459 | 21338 | 9880 | 11459 |
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 | 415437 | -37378 | -259858 | 184263 | -43868 | -30196 |
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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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