Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1171937.2266 | 998937.5228 | 172999.7038 | 34037832.5946 | 31309101.1453 | 2728731.4492 |
Total P&L (%) | 1171.9372 | 998.9375 | 172.9997 | 34037.8326 | 31309.1011 | 2728.7314 |
Avg Daily Profit (%) | 0.6445 | 0.5494 | 0.0951 | 0.3213 | 0.3167 | 0.184 |
Buy And Hold Return (%) | 596.5745 | 596.5745 | 596.5745 | 596.5745 | 596.5745 | 596.5745 |
Max Trade Drawdown | -74739 | -89632 | -39213 | -33225905 | -29599218 | -20268704 |
Profit Factor | 2.8303 | 4.0773 | 1.548 | 1.2644 | 1.5089 | 1.0406 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 48.7179 | 46.5517 | 50.8475 | 48.7179 | 46.5517 | 50.8475 |
Ratio Avg Win / Avg Loss | 2.9793 | 4.6813 | 1.4964 | 1.3309 | 1.7325 | 1.0059 |
Largest Winning Trade | 332863 | 332863 | 65554 | 23049204 | 23049204 | 13029934 |
Largest Losing Trade | -30558 | -30558 | -27681 | -12983973 | -9384601 | -12983973 |
Avg Bars in Trades | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Winners | 82 | 82 | 81 | 82 | 82 | 81 |
Avg Bars in Losers | 40 | 39 | 40 | 40 | 39 | 40 |
Bars Traded | 7094 | 3467 | 3627 | 7094 | 3467 | 3627 |
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 | 357334 | -172313 | -406693 | 315104 | -169889 | -346258 |
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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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