Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1638673.122 | 1490146.4528 | 148526.6692 | 27815613.7442 | 17863116.5802 | 9952497.1639 |
Total P&L (%) | 1638.6731 | 1490.1465 | 148.5267 | 27815.6137 | 17863.1166 | 9952.4972 |
Avg Daily Profit (%) | 0.9008 | 0.8191 | 0.0816 | 0.3101 | 0.2858 | 0.2538 |
Buy And Hold Return (%) | 621.6545 | 621.6545 | 621.6545 | 621.6545 | 621.6545 | 621.6545 |
Max Trade Drawdown | -96595 | -52884 | -72760 | -17271547 | -9462350 | -11188849 |
Profit Factor | 3.5282 | 5.8071 | 1.4392 | 1.3977 | 1.5371 | 1.2714 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Profitability (%) | 30.7692 | 29.7619 | 31.7647 | 30.7692 | 29.7619 | 31.7647 |
Ratio Avg Win / Avg Loss | 7.9385 | 13.7048 | 3.0916 | 3.1449 | 3.6276 | 2.7311 |
Largest Winning Trade | 835607 | 835607 | 77406 | 13959704 | 13959704 | 7064000 |
Largest Losing Trade | -18361 | -18361 | -14864 | -3868350 | -2661047 | -3868350 |
Avg Bars in Trades | 63 | 59 | 67 | 63 | 59 | 67 |
Avg Bars in Winners | 151 | 142 | 160 | 151 | 142 | 160 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 10729 | 4990 | 5739 | 10729 | 4990 | 5739 |
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 | 357877 | 294159 | -255096 | 150381 | 81290 | 75558 |
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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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