Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1695352.6197 | 1534500.384 | 160852.2357 | 39323836.3134 | 28440587.8876 | 10883248.4258 |
Total P&L (%) | 1695.3526 | 1534.5004 | 160.8522 | 39323.8363 | 28440.5879 | 10883.2484 |
Avg Daily Profit (%) | 0.9329 | 0.8444 | 0.0885 | 0.3294 | 0.3116 | 0.2589 |
Buy And Hold Return (%) | 824.6988 | 824.6988 | 824.6988 | 824.6988 | 824.6988 | 824.6988 |
Max Trade Drawdown | -68376 | -59108 | -49115 | -36946085 | -26000330 | -19221551 |
Profit Factor | 4.2296 | 6.6108 | 1.6397 | 1.3659 | 1.4778 | 1.227 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 33.9744 | 32.0513 | 35.8974 | 33.9744 | 32.0513 | 35.8974 |
Ratio Avg Win / Avg Loss | 8.2198 | 14.0148 | 2.928 | 2.6545 | 3.1329 | 2.1911 |
Largest Winning Trade | 886264 | 886264 | 72442 | 24220970 | 24220970 | 22997685 |
Largest Losing Trade | -27734 | -27734 | -18558 | -9077577 | -9077577 | -5121331 |
Avg Bars in Trades | 33 | 34 | 31 | 33 | 34 | 31 |
Avg Bars in Winners | 69 | 74 | 64 | 69 | 74 | 64 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 5180 | 2714 | 2466 | 5180 | 2714 | 2466 |
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 | 308849 | -27523 | -277408 | 191770 | -30165 | -30652 |
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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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