Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1689653.8334 | 1533068.196 | 156585.6374 | 33172260.4911 | 21366779.5721 | 11805480.919 |
Total P&L (%) | 1689.6538 | 1533.0682 | 156.5856 | 33172.2605 | 21366.7796 | 11805.4809 |
Avg Daily Profit (%) | 0.9291 | 0.843 | 0.0861 | 0.3199 | 0.2957 | 0.2632 |
Buy And Hold Return (%) | 590.7345 | 590.7345 | 590.7345 | 590.7345 | 590.7345 | 590.7345 |
Max Trade Drawdown | -74942 | -47452 | -39692 | -19128426 | -21749103 | -13774708 |
Profit Factor | 3.4441 | 5.5068 | 1.4459 | 1.295 | 1.3722 | 1.2145 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Profitability (%) | 31.1224 | 30.6122 | 31.6327 | 31.1224 | 30.6122 | 31.6327 |
Ratio Avg Win / Avg Loss | 7.6221 | 12.482 | 3.125 | 2.866 | 3.1103 | 2.6249 |
Largest Winning Trade | 999429 | 999429 | 78307 | 21028166 | 21028166 | 10487134 |
Largest Losing Trade | -15637 | -15637 | -13587 | -6205779 | -3521539 | -6205779 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 85 | 77 | 92 | 85 | 77 | 92 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 7156 | 3342 | 3813 | 7156 | 3342 | 3813 |
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 | 371326 | 362392 | -249123 | 140816 | 95734 | 65321 |
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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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