Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1660569.9141 | 1519902.2392 | 140667.6749 | 23138208.0608 | 18374095.9735 | 4764112.0873 |
Total P&L (%) | 1660.5699 | 1519.9022 | 140.6677 | 23138.2081 | 18374.096 | 4764.1121 |
Avg Daily Profit (%) | 0.9161 | 0.8385 | 0.0776 | 0.301 | 0.2883 | 0.2145 |
Buy And Hold Return (%) | 558.1779 | 558.1779 | 558.1779 | 558.1779 | 558.1779 | 558.1779 |
Max Trade Drawdown | -89193 | -48711 | -58256 | -23621655 | -16122449 | -16151604 |
Profit Factor | 3.3235 | 5.4652 | 1.3758 | 1.2097 | 1.3438 | 1.0838 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 31.9149 | 31.9149 | 31.9149 | 31.9149 | 31.9149 | 31.9149 |
Ratio Avg Win / Avg Loss | 7.0901 | 11.6591 | 2.9351 | 2.5808 | 2.8668 | 2.312 |
Largest Winning Trade | 887631 | 887631 | 76086 | 17234793 | 17234793 | 12476968 |
Largest Losing Trade | -22979 | -22979 | -13874 | -4657564 | -3423800 | -4657564 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 67 | 60 | 74 | 67 | 60 | 74 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5378 | 2430 | 2948 | 5378 | 2430 | 2948 |
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 | 385803 | 393104 | -260792 | 135851 | 115090 | -126461 |
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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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