Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1238871.9662 | 1012998.047 | 225873.9192 | 85137084.5657 | 58119373.6241 | 27017710.9416 |
Total P&L (%) | 1238.872 | 1012.998 | 225.8739 | 85137.0846 | 58119.3736 | 27017.7109 |
Avg Daily Profit (%) | 0.6836 | 0.5589 | 0.1246 | 0.373 | 0.3519 | 0.3096 |
Buy And Hold Return (%) | 532.0383 | 532.0383 | 532.0383 | 532.0383 | 532.0383 | 532.0383 |
Max Trade Drawdown | -92901 | -58569 | -66319 | -50443781 | -56363756 | -38832030 |
Profit Factor | 3.0104 | 4.197 | 1.7545 | 1.3094 | 1.3844 | 1.2179 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 44.2953 | 43.2432 | 45.3333 | 44.2953 | 43.2432 | 45.3333 |
Ratio Avg Win / Avg Loss | 3.7858 | 5.5086 | 2.1157 | 1.6466 | 1.8171 | 1.4686 |
Largest Winning Trade | 256643 | 256643 | 64004 | 48687194 | 48687194 | 24614330 |
Largest Losing Trade | -22153 | -18265 | -22153 | -17455728 | -17455728 | -14786863 |
Avg Bars in Trades | 72 | 68 | 75 | 72 | 68 | 75 |
Avg Bars in Winners | 116 | 112 | 120 | 116 | 112 | 120 |
Avg Bars in Losers | 37 | 35 | 38 | 37 | 35 | 38 |
Bars Traded | 10780 | 5081 | 5699 | 10780 | 5081 | 5699 |
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 | 410328 | -56302 | -247854 | 322006 | -56038 | -50216 |
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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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