Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1668564.833 | 1510182.0202 | 158382.8128 | 25980434.7502 | 21569583.2244 | 4410851.5258 |
Total P&L (%) | 1668.5648 | 1510.182 | 158.3828 | 25980.4348 | 21569.5832 | 4410.8515 |
Avg Daily Profit (%) | 0.917 | 0.8299 | 0.087 | 0.3062 | 0.296 | 0.2095 |
Buy And Hold Return (%) | 572.1423 | 572.1423 | 572.1423 | 572.1423 | 572.1423 | 572.1423 |
Max Trade Drawdown | -104083 | -60993 | -60101 | -31238995 | -24509813 | -20485325 |
Profit Factor | 3.3508 | 5.4602 | 1.4267 | 1.2028 | 1.3391 | 1.0684 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Profitability (%) | 33.5079 | 33.6842 | 33.3333 | 33.5079 | 33.6842 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.6493 | 10.7498 | 2.8534 | 2.3868 | 2.6364 | 2.1368 |
Largest Winning Trade | 889719 | 889719 | 68465 | 23007422 | 23007422 | 11636964 |
Largest Losing Trade | -22398 | -20429 | -22398 | -7731580 | -7731580 | -7467295 |
Avg Bars in Trades | 56 | 50 | 61 | 56 | 50 | 61 |
Avg Bars in Winners | 126 | 112 | 139 | 126 | 112 | 139 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 10758 | 4825 | 5933 | 10758 | 4825 | 5933 |
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 | 398720 | 404898 | -247342 | 148794 | 131281 | -142846 |
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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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