Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1703892.6584 | 1535013.5933 | 168879.065 | 41799624.0409 | 24828231.4525 | 16971392.5884 |
Total P&L (%) | 1703.8927 | 1535.0136 | 168.8791 | 41799.624 | 24828.2315 | 16971.3926 |
Avg Daily Profit (%) | 0.9378 | 0.8448 | 0.0929 | 0.3329 | 0.3042 | 0.2833 |
Buy And Hold Return (%) | 698.1915 | 698.1915 | 698.1915 | 698.1915 | 698.1915 | 698.1915 |
Max Trade Drawdown | -80921 | -53687 | -48706 | -59156557 | -36865010 | -32798165 |
Profit Factor | 4.2176 | 6.5142 | 1.6723 | 1.2655 | 1.2929 | 1.2335 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Profitability (%) | 32.7273 | 28.0488 | 37.3494 | 32.7273 | 28.0488 | 37.3494 |
Ratio Avg Win / Avg Loss | 8.6695 | 16.7104 | 2.8052 | 2.6013 | 3.3167 | 2.069 |
Largest Winning Trade | 889556 | 889556 | 69035 | 31263526 | 30627843 | 31263526 |
Largest Losing Trade | -24121 | -24121 | -14145 | -10699414 | -10699414 | -7154284 |
Avg Bars in Trades | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Winners | 72 | 88 | 61 | 72 | 88 | 61 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 5211 | 2726 | 2485 | 5211 | 2726 | 2485 |
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 | 385247 | -4667 | -236464 | 154961 | -10755 | 164307 |
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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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