Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1724674.3809 | 1566576.9008 | 158097.48 | 30950768.6091 | 23054908.0802 | 7895860.5289 |
Total P&L (%) | 1724.6744 | 1566.5769 | 158.0975 | 30950.7686 | 23054.9081 | 7895.8605 |
Avg Daily Profit (%) | 0.9475 | 0.8606 | 0.0869 | 0.3157 | 0.2996 | 0.241 |
Buy And Hold Return (%) | 648.0737 | 648.0737 | 648.0737 | 648.0737 | 648.0737 | 648.0737 |
Max Trade Drawdown | -100605 | -56835 | -54308 | -24476188 | -19765894 | -19197391 |
Profit Factor | 3.5767 | 5.7104 | 1.4695 | 1.2691 | 1.4075 | 1.1352 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Profitability (%) | 30.6931 | 27.7228 | 33.6634 | 30.6931 | 27.7228 | 33.6634 |
Ratio Avg Win / Avg Loss | 8.0765 | 14.8878 | 2.8957 | 2.8658 | 3.6695 | 2.2369 |
Largest Winning Trade | 966319 | 966319 | 78307 | 21044213 | 21044213 | 12514849 |
Largest Losing Trade | -19117 | -12724 | -19117 | -6210515 | -3380207 | -6210515 |
Avg Bars in Trades | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Winners | 87 | 83 | 90 | 87 | 83 | 90 |
Avg Bars in Losers | 12 | 13 | 10 | 12 | 13 | 10 |
Bars Traded | 7108 | 3317 | 3791 | 7108 | 3317 | 3791 |
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 | 366560 | -671 | -247184 | 128972 | -7358 | -68993 |
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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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