Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1568732.9702 | 1435080.7352 | 133652.2349 | 15176231.4377 | 10631508.7127 | 4544722.725 |
Total P&L (%) | 1568.733 | 1435.0807 | 133.6522 | 15176.2314 | 10631.5087 | 4544.7227 |
Avg Daily Profit (%) | 0.8627 | 0.7892 | 0.0735 | 0.2769 | 0.2575 | 0.2113 |
Buy And Hold Return (%) | 564.8599 | 564.8599 | 564.8599 | 564.8599 | 564.8599 | 564.8599 |
Max Trade Drawdown | -82239 | -51257 | -61207 | -11010052 | -9218781 | -7749510 |
Profit Factor | 3.2632 | 5.2932 | 1.3724 | 1.3143 | 1.4482 | 1.185 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 33.1361 | 26.1905 | 40 | 33.1361 | 26.1905 | 40 |
Ratio Avg Win / Avg Loss | 6.5846 | 14.9173 | 2.0586 | 2.6521 | 4.0813 | 1.7775 |
Largest Winning Trade | 865886 | 865886 | 69335 | 9082183 | 9082183 | 5071611 |
Largest Losing Trade | -26836 | -21561 | -26836 | -4635639 | -2522142 | -4635639 |
Avg Bars in Trades | 63 | 58 | 67 | 63 | 58 | 67 |
Avg Bars in Winners | 135 | 146 | 127 | 135 | 146 | 127 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 10701 | 4954 | 5747 | 10701 | 4954 | 5747 |
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 | 377144 | -7332 | -263158 | 154973 | -14267 | -11997 |
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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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