Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1227224.4054 | 1028301.2883 | 198923.1171 | 58508421.5924 | 47974553.3653 | 10533868.2271 |
Total P&L (%) | 1227.2244 | 1028.3013 | 198.9231 | 58508.4216 | 47974.5534 | 10533.8682 |
Avg Daily Profit (%) | 0.6753 | 0.5659 | 0.1095 | 0.3513 | 0.3404 | 0.2571 |
Buy And Hold Return (%) | 645.6606 | 645.6606 | 645.6606 | 645.6606 | 645.6606 | 645.6606 |
Max Trade Drawdown | -82484 | -71730 | -43094 | -43484154 | -41321180 | -28933509 |
Profit Factor | 3.0522 | 4.4975 | 1.6544 | 1.3359 | 1.5857 | 1.1142 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 50.4274 | 48.2759 | 52.5424 | 50.4274 | 48.2759 | 52.5424 |
Ratio Avg Win / Avg Loss | 3.0005 | 4.8187 | 1.4943 | 1.3132 | 1.699 | 1.0063 |
Largest Winning Trade | 320869 | 320869 | 66506 | 34856613 | 34856613 | 18456219 |
Largest Losing Trade | -30637 | -30637 | -29399 | -18149193 | -13170721 | -18149193 |
Avg Bars in Trades | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Winners | 83 | 82 | 83 | 83 | 82 | 83 |
Avg Bars in Losers | 37 | 38 | 37 | 37 | 38 | 37 |
Bars Traded | 7095 | 3464 | 3631 | 7095 | 3464 | 3631 |
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 | 386871 | -171739 | -386960 | 360015 | -168547 | -262784 |
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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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