Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1480777.1006 | 1372450.8995 | 108326.2012 | 10921361.1352 | 9621463.4835 | 1299897.6518 |
Total P&L (%) | 1480.7771 | 1372.4509 | 108.3262 | 10921.3611 | 9621.4635 | 1299.8977 |
Avg Daily Profit (%) | 0.8168 | 0.757 | 0.0598 | 0.2597 | 0.2528 | 0.1457 |
Buy And Hold Return (%) | 568.1697 | 568.1697 | 568.1697 | 568.1697 | 568.1697 | 568.1697 |
Max Trade Drawdown | -83721 | -50028 | -64220 | -11060416 | -7268814 | -7067539 |
Profit Factor | 3.6163 | 6.6015 | 1.3375 | 1.2897 | 1.6267 | 1.0582 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 39.5833 | 33.3333 | 45.8333 | 39.5833 | 33.3333 | 45.8333 |
Ratio Avg Win / Avg Loss | 5.5197 | 13.203 | 1.5807 | 1.9685 | 3.2534 | 1.2506 |
Largest Winning Trade | 776120 | 776120 | 77306 | 8982102 | 8982102 | 6034349 |
Largest Losing Trade | -32688 | -21767 | -32688 | -3926878 | -3265486 | -3926878 |
Avg Bars in Trades | 223 | 207 | 238 | 223 | 207 | 238 |
Avg Bars in Winners | 387 | 368 | 401 | 387 | 368 | 401 |
Avg Bars in Losers | 115 | 127 | 100 | 115 | 127 | 100 |
Bars Traded | 21433 | 9982 | 11451 | 21433 | 9982 | 11451 |
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 | 457365 | 389360 | -279024 | 211865 | 186327 | -161202 |
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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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