Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1577912.0366 | 1424050.5039 | 153861.5327 | 25064565.4914 | 21281373.1657 | 3783192.3257 |
Total P&L (%) | 1577.912 | 1424.0505 | 153.8615 | 25064.5655 | 21281.3732 | 3783.1923 |
Avg Daily Profit (%) | 0.866 | 0.7816 | 0.0844 | 0.3039 | 0.2949 | 0.201 |
Buy And Hold Return (%) | 629.4043 | 629.4043 | 629.4043 | 629.4043 | 629.4043 | 629.4043 |
Max Trade Drawdown | -85366 | -53115 | -59389 | -39980924 | -28028643 | -26386982 |
Profit Factor | 3.3305 | 5.5353 | 1.4238 | 1.1587 | 1.3006 | 1.0434 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 36.3128 | 33.7079 | 38.8889 | 36.3128 | 33.7079 | 38.8889 |
Ratio Avg Win / Avg Loss | 5.8411 | 10.886 | 2.2373 | 2.0321 | 2.5578 | 1.6396 |
Largest Winning Trade | 780182 | 780182 | 68520 | 25882394 | 25882394 | 16107215 |
Largest Losing Trade | -17941 | -17941 | -16464 | -8324959 | -6282045 | -8324959 |
Avg Bars in Trades | 30 | 27 | 32 | 30 | 27 | 32 |
Avg Bars in Winners | 58 | 56 | 59 | 58 | 56 | 59 |
Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
Bars Traded | 5377 | 2477 | 2900 | 5377 | 2477 | 2900 |
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 | 419630 | 348590 | -248671 | -40330 | 132226 | -168917 |
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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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