Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1653148.3544 | 1514039.9471 | 139108.4073 | 18050025.6169 | 12110757.5713 | 5939268.0456 |
Total P&L (%) | 1653.1484 | 1514.0399 | 139.1084 | 18050.0256 | 12110.7576 | 5939.268 |
Avg Daily Profit (%) | 0.9096 | 0.833 | 0.0765 | 0.2866 | 0.2647 | 0.2259 |
Buy And Hold Return (%) | 618.4365 | 618.4365 | 618.4365 | 618.4365 | 618.4365 | 618.4365 |
Max Trade Drawdown | -105841 | -49721 | -66774 | -18033590 | -15368103 | -11336983 |
Profit Factor | 3.1522 | 5.1832 | 1.3425 | 1.2487 | 1.32 | 1.1711 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Profitability (%) | 30.4762 | 30.4762 | 30.4762 | 30.4762 | 30.4762 | 30.4762 |
Ratio Avg Win / Avg Loss | 7.1909 | 11.8241 | 3.0625 | 2.8486 | 3.0112 | 2.6715 |
Largest Winning Trade | 929508 | 929508 | 70283 | 13856305 | 13856305 | 7822943 |
Largest Losing Trade | -17855 | -17760 | -17855 | -5437745 | -5437745 | -2403247 |
Avg Bars in Trades | 51 | 47 | 55 | 51 | 47 | 55 |
Avg Bars in Winners | 125 | 114 | 136 | 125 | 114 | 136 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 10743 | 4957 | 5786 | 10743 | 4957 | 5786 |
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 | 338032 | 336806 | -262946 | 113978 | 73464 | -30854 |
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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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