Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1761675.6 | 1604248.4407 | 157427.1593 | 28145081.5486 | 18760315.53 | 9384766.0186 |
Total P&L (%) | 1761.6756 | 1604.2484 | 157.4272 | 28145.0815 | 18760.3155 | 9384.766 |
Avg Daily Profit (%) | 0.9672 | 0.8808 | 0.0864 | 0.3103 | 0.2881 | 0.2503 |
Buy And Hold Return (%) | 611.3744 | 611.3744 | 611.3744 | 611.3744 | 611.3744 | 611.3744 |
Max Trade Drawdown | -72851 | -43730 | -49139 | -20953142 | -17225768 | -15797059 |
Profit Factor | 3.4012 | 5.6372 | 1.406 | 1.2694 | 1.3656 | 1.1765 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 163 | 83 | 80 | 163 | 83 | 80 |
Profitability (%) | 32.0833 | 30.8333 | 33.3333 | 32.0833 | 30.8333 | 33.3333 |
Ratio Avg Win / Avg Loss | 7.1999 | 12.6456 | 2.8121 | 2.6872 | 3.0635 | 2.3531 |
Largest Winning Trade | 1008884 | 1008884 | 70283 | 17730644 | 17730644 | 10188076 |
Largest Losing Trade | -26916 | -14412 | -26916 | -4372258 | -3749461 | -4372258 |
Avg Bars in Trades | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Winners | 50 | 46 | 55 | 50 | 46 | 55 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 5365 | 2499 | 2866 | 5365 | 2499 | 2866 |
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 | 401938 | 383100 | -247933 | 163973 | 107116 | -23204 |
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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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