Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1170375.6666 | 989498.3321 | 180877.3345 | 31532576.2881 | 27206506.5473 | 4326069.7408 |
Total P&L (%) | 1170.3757 | 989.4983 | 180.8773 | 31532.5763 | 27206.5065 | 4326.0697 |
Avg Daily Profit (%) | 0.6418 | 0.5426 | 0.0992 | 0.3162 | 0.3081 | 0.2081 |
Buy And Hold Return (%) | 880.2899 | 880.2899 | 880.2899 | 880.2899 | 880.2899 | 880.2899 |
Max Trade Drawdown | -120027 | -97314 | -60431 | -23282092 | -23007433 | -12848851 |
Profit Factor | 2.644 | 3.7416 | 1.5153 | 1.2477 | 1.3953 | 1.074 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 48.0519 | 48.0519 | 48.0519 | 48.0519 | 48.0519 | 48.0519 |
Ratio Avg Win / Avg Loss | 2.8583 | 4.045 | 1.6382 | 1.3488 | 1.5084 | 1.1611 |
Largest Winning Trade | 293871 | 293871 | 59243 | 18226276 | 18226276 | 12316892 |
Largest Losing Trade | -23834 | -22510 | -23834 | -6958967 | -6958967 | -5358689 |
Avg Bars in Trades | 139 | 137 | 140 | 139 | 137 | 140 |
Avg Bars in Winners | 207 | 208 | 206 | 207 | 208 | 206 |
Avg Bars in Losers | 76 | 72 | 80 | 76 | 72 | 80 |
Bars Traded | 21467 | 10617 | 10850 | 21467 | 10617 | 10850 |
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 | -46349 | -152058 | -266533 | 318398 | -31976 | -175177 |
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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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