Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1710709.0933 | 1516880.1072 | 193828.986 | 60971226.188 | 45542602.5288 | 15428623.6592 |
Total P&L (%) | 1710.7091 | 1516.8801 | 193.829 | 60971.2262 | 45542.6025 | 15428.6237 |
Avg Daily Profit (%) | 0.9424 | 0.8356 | 0.1068 | 0.354 | 0.3379 | 0.2783 |
Buy And Hold Return (%) | 760.2056 | 760.2056 | 760.2056 | 760.2056 | 760.2056 | 760.2056 |
Max Trade Drawdown | -67589 | -43673 | -51460 | -53978724 | -40741590 | -33267678 |
Profit Factor | 3.3034 | 5.0417 | 1.5276 | 1.2425 | 1.3632 | 1.1225 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Profitability (%) | 31.3084 | 30.8411 | 31.7757 | 31.3084 | 30.8411 | 31.7757 |
Ratio Avg Win / Avg Loss | 7.2478 | 11.3056 | 3.2799 | 2.7262 | 3.0569 | 2.41 |
Largest Winning Trade | 887631 | 887631 | 76086 | 42590689 | 42590689 | 24780104 |
Largest Losing Trade | -22979 | -22979 | -18108 | -14859399 | -14859399 | -11591702 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 58 | 53 | 64 | 58 | 53 | 64 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5382 | 2481 | 2901 | 5382 | 2481 | 2901 |
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 | 306504 | 239770 | -220712 | 155760 | 120789 | -83078 |
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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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