Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1544153.1615 | 1397652.7234 | 146500.4381 | 28341787.0457 | 19161284.2505 | 9180502.7952 |
Total P&L (%) | 1544.1532 | 1397.6527 | 146.5004 | 28341.787 | 19161.2843 | 9180.5028 |
Avg Daily Profit (%) | 0.8491 | 0.7686 | 0.0806 | 0.3112 | 0.2897 | 0.2494 |
Buy And Hold Return (%) | 612.1582 | 612.1582 | 612.1582 | 612.1582 | 612.1582 | 612.1582 |
Max Trade Drawdown | -74942 | -46446 | -47450 | -21838279 | -18794783 | -15896970 |
Profit Factor | 3.3311 | 5.5084 | 1.4157 | 1.2888 | 1.4054 | 1.1804 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Profitability (%) | 30.3867 | 28.8889 | 31.8681 | 30.3867 | 28.8889 | 31.8681 |
Ratio Avg Win / Avg Loss | 7.6312 | 13.5591 | 3.0267 | 2.9525 | 3.4594 | 2.5237 |
Largest Winning Trade | 864658 | 864658 | 78307 | 18649045 | 18649045 | 9566333 |
Largest Losing Trade | -15637 | -15637 | -13587 | -5700327 | -3097150 | -5700327 |
Avg Bars in Trades | 39 | 36 | 41 | 39 | 36 | 41 |
Avg Bars in Winners | 92 | 87 | 97 | 92 | 87 | 97 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 7114 | 3296 | 3818 | 7114 | 3296 | 3818 |
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 | 337049 | 110712 | -256629 | 123663 | -2345 | -19835 |
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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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