Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1677274.6945 | 1529835.5112 | 147439.1833 | 27864339.1953 | 15018553.7039 | 12845785.4914 |
Total P&L (%) | 1677.2747 | 1529.8355 | 147.4392 | 27864.3392 | 15018.5537 | 12845.7855 |
Avg Daily Profit (%) | 0.9233 | 0.8421 | 0.0812 | 0.3106 | 0.2766 | 0.2681 |
Buy And Hold Return (%) | 692.9552 | 692.9552 | 692.9552 | 692.9552 | 692.9552 | 692.9552 |
Max Trade Drawdown | -115097 | -77740 | -66526 | -75607636 | -50706016 | -33819519 |
Profit Factor | 4.097 | 6.6791 | 1.5416 | 1.1737 | 1.1689 | 1.1798 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 32.3741 | 26.087 | 38.5714 | 32.3741 | 26.087 | 38.5714 |
Ratio Avg Win / Avg Loss | 8.5581 | 18.9242 | 2.4552 | 2.4518 | 3.3119 | 1.8789 |
Largest Winning Trade | 889556 | 889556 | 69035 | 32540184 | 28959120 | 32540184 |
Largest Losing Trade | -26916 | -21274 | -26916 | -11788747 | -11788747 | -6327695 |
Avg Bars in Trades | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Winners | 79 | 93 | 70 | 79 | 93 | 70 |
Avg Bars in Losers | 17 | 20 | 13 | 17 | 20 | 13 |
Bars Traded | 5213 | 2725 | 2488 | 5213 | 2725 | 2488 |
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 | 354003 | -110755 | -346602 | -25795 | -151904 | -111952 |
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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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