Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1054830.2981 | 927809.5472 | 127020.7509 | 12512864.4013 | 15558847.6158 | -3045983.2145 |
Total P&L (%) | 1054.8303 | 927.8095 | 127.0208 | 12512.8644 | 15558.8476 | -3045.9832 |
Avg Daily Profit (%) | 0.5822 | 0.5121 | 0.0701 | 0.2674 | 0.2793 | 0 |
Buy And Hold Return (%) | 470.058 | 470.058 | 470.058 | 470.058 | 470.058 | 470.058 |
Max Trade Drawdown | -101676 | -79666 | -48588 | -27497982 | -17699196 | -15677886 |
Profit Factor | 2.3117 | 3.2359 | 1.3264 | 1.1205 | 1.307 | 0.9427 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Profitability (%) | 44.5122 | 43.9024 | 45.122 | 44.5122 | 43.9024 | 45.122 |
Ratio Avg Win / Avg Loss | 2.8817 | 4.1347 | 1.6131 | 1.3968 | 1.67 | 1.1465 |
Largest Winning Trade | 289231 | 289231 | 59738 | 12083918 | 12083918 | 6964804 |
Largest Losing Trade | -30136 | -30136 | -24588 | -6938047 | -4531537 | -6938047 |
Avg Bars in Trades | 42 | 44 | 41 | 42 | 44 | 41 |
Avg Bars in Winners | 67 | 69 | 64 | 67 | 69 | 64 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 7049 | 3662 | 3387 | 7049 | 3662 | 3387 |
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 | 330099 | 107919 | -270104 | -80587 | 112455 | -585466 |
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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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