Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1785621.1479 | 1631832.4904 | 153788.6575 | 34095467.6484 | 27206362.9178 | 6889104.7306 |
Total P&L (%) | 1785.6211 | 1631.8325 | 153.7887 | 34095.4676 | 27206.3629 | 6889.1047 |
Avg Daily Profit (%) | 0.9786 | 0.8943 | 0.0843 | 0.3203 | 0.3079 | 0.233 |
Buy And Hold Return (%) | 766.1728 | 766.1728 | 766.1728 | 766.1728 | 766.1728 | 766.1728 |
Max Trade Drawdown | -78006 | -54205 | -51130 | -46182819 | -29788011 | -29269564 |
Profit Factor | 3.747 | 6.4908 | 1.4359 | 1.2359 | 1.3972 | 1.0906 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 33.7079 | 30.3371 | 37.0787 | 33.7079 | 30.3371 | 37.0787 |
Ratio Avg Win / Avg Loss | 7.3692 | 14.9049 | 2.4366 | 2.4307 | 3.2084 | 1.8507 |
Largest Winning Trade | 1008884 | 1008884 | 78458 | 27925702 | 27925702 | 14200104 |
Largest Losing Trade | -26916 | -15097 | -26916 | -6767771 | -6399561 | -6767771 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 66 | 61 | 70 | 66 | 61 | 70 |
Avg Bars in Losers | 10 | 12 | 9 | 10 | 12 | 9 |
Bars Traded | 5256 | 2424 | 2832 | 5256 | 2424 | 2832 |
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 | 373903 | 290436 | -249522 | 170760 | 110299 | -116758 |
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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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