Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1229588.3759 | 1011086.7294 | 218501.6466 | 62773437.3362 | 43138484.1361 | 19634953.2001 |
Total P&L (%) | 1229.5884 | 1011.0867 | 218.5016 | 62773.4373 | 43138.4841 | 19634.9532 |
Avg Daily Profit (%) | 0.6781 | 0.5576 | 0.1205 | 0.356 | 0.3353 | 0.2919 |
Buy And Hold Return (%) | 487.0431 | 487.0431 | 487.0431 | 487.0431 | 487.0431 | 487.0431 |
Max Trade Drawdown | -71245 | -69458 | -52402 | -43225933 | -35608066 | -25910277 |
Profit Factor | 2.3775 | 3.2562 | 1.4915 | 1.3026 | 1.4005 | 1.1969 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Losing Trades | 150 | 80 | 70 | 150 | 80 | 70 |
Profitability (%) | 38.7755 | 34.4262 | 43.0894 | 38.7755 | 34.4262 | 43.0894 |
Ratio Avg Win / Avg Loss | 3.7539 | 6.2023 | 1.97 | 2.0568 | 2.6676 | 1.5809 |
Largest Winning Trade | 293370 | 293370 | 53244 | 30709542 | 30709542 | 16867730 |
Largest Losing Trade | -26615 | -19902 | -26615 | -10685722 | -7562587 | -10685722 |
Avg Bars in Trades | 21 | 20 | 23 | 21 | 20 | 23 |
Avg Bars in Winners | 42 | 43 | 42 | 42 | 43 | 42 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 5313 | 2465 | 2848 | 5313 | 2465 | 2848 |
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 | 371286 | 177380 | -198193 | 279959 | 179783 | 122292 |
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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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