Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1236106.4585 | 1052448.0201 | 183658.4384 | 36326897.2822 | 13878217.4582 | 22448679.824 |
Total P&L (%) | 1236.1065 | 1052.448 | 183.6584 | 36326.8973 | 13878.2175 | 22448.6798 |
Avg Daily Profit (%) | 0.6821 | 0.5807 | 0.1013 | 0.326 | 0.273 | 0.2994 |
Buy And Hold Return (%) | 564.7461 | 564.7461 | 564.7461 | 564.7461 | 564.7461 | 564.7461 |
Max Trade Drawdown | -90283 | -80047 | -51511 | -65743124 | -49568205 | -32809008 |
Profit Factor | 2.7044 | 3.7394 | 1.5385 | 1.2277 | 1.1573 | 1.3148 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 41.4474 | 36.8421 | 46.0526 | 41.4474 | 36.8421 | 46.0526 |
Ratio Avg Win / Avg Loss | 3.8205 | 6.4104 | 1.8022 | 1.7344 | 1.9839 | 1.5402 |
Largest Winning Trade | 310773 | 310773 | 47493 | 37098710 | 37098710 | 23201106 |
Largest Losing Trade | -39114 | -39114 | -37219 | -14059287 | -14059287 | -8465333 |
Avg Bars in Trades | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Winners | 53 | 59 | 49 | 53 | 59 | 49 |
Avg Bars in Losers | 21 | 24 | 17 | 21 | 24 | 17 |
Bars Traded | 5274 | 2849 | 2425 | 5274 | 2849 | 2425 |
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 | 329673 | -44211 | -271807 | 264167 | -92307 | -40820 |
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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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