Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1729262.8556 | 1545851.2898 | 183411.5658 | 53357268.914 | 28724873.8717 | 24632395.0422 |
Total P&L (%) | 1729.2629 | 1545.8513 | 183.4116 | 53357.2689 | 28724.8739 | 24632.395 |
Avg Daily Profit (%) | 0.9531 | 0.852 | 0.1011 | 0.3468 | 0.3127 | 0.3042 |
Buy And Hold Return (%) | 687.4794 | 687.4794 | 687.4794 | 687.4794 | 687.4794 | 687.4794 |
Max Trade Drawdown | -84416 | -57545 | -44138 | -60414695 | -39578622 | -25067115 |
Profit Factor | 4.5013 | 6.6456 | 1.8334 | 1.3765 | 1.3313 | 1.4479 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 34.8837 | 30.7692 | 39.0625 | 34.8837 | 30.7692 | 39.0625 |
Ratio Avg Win / Avg Loss | 8.4024 | 14.9527 | 2.8601 | 2.5695 | 2.9953 | 2.2588 |
Largest Winning Trade | 889556 | 889556 | 71004 | 32886606 | 32886606 | 31877354 |
Largest Losing Trade | -27734 | -27734 | -14910 | -13392712 | -13392712 | -6536893 |
Avg Bars in Trades | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Winners | 81 | 91 | 73 | 81 | 91 | 73 |
Avg Bars in Losers | 17 | 19 | 14 | 17 | 19 | 14 |
Bars Traded | 5133 | 2718 | 2415 | 5133 | 2718 | 2415 |
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 | 419386 | -122929 | -364028 | 195071 | -129050 | -132684 |
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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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