Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1790393.6861 | 1648150.5796 | 142243.1065 | 19923693.8974 | 15869437.8385 | 4054256.0589 |
Total P&L (%) | 1790.3937 | 1648.1506 | 142.2431 | 19923.6939 | 15869.4378 | 4054.2561 |
Avg Daily Profit (%) | 0.9813 | 0.9033 | 0.078 | 0.2909 | 0.2785 | 0.2045 |
Buy And Hold Return (%) | 689.0995 | 689.0995 | 689.0995 | 689.0995 | 689.0995 | 689.0995 |
Max Trade Drawdown | -64297 | -51420 | -46995 | -17307477 | -15459667 | -11312746 |
Profit Factor | 3.2653 | 5.2227 | 1.3556 | 1.2146 | 1.3209 | 1.0934 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Losing Trades | 173 | 84 | 89 | 173 | 84 | 89 |
Profitability (%) | 29.6748 | 31.7073 | 27.6423 | 29.6748 | 31.7073 | 27.6423 |
Ratio Avg Win / Avg Loss | 7.7384 | 11.2488 | 3.5484 | 2.8783 | 2.8451 | 2.8621 |
Largest Winning Trade | 1068927 | 1068927 | 69419 | 17350571 | 17350571 | 6999992 |
Largest Losing Trade | -19939 | -19939 | -12877 | -4526798 | -4526798 | -2634831 |
Avg Bars in Trades | 87 | 80 | 94 | 87 | 80 | 94 |
Avg Bars in Winners | 226 | 193 | 263 | 226 | 193 | 263 |
Avg Bars in Losers | 28 | 28 | 29 | 28 | 28 | 29 |
Bars Traded | 21485 | 9923 | 11562 | 21485 | 9923 | 11562 |
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 | 294236 | 345430 | -271495 | 56281 | 96831 | -127759 |
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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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