Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1414819.6735 | 1257746.4368 | 157073.2368 | 23818336.2138 | 18086141.5328 | 5732194.6809 |
Total P&L (%) | 1414.8197 | 1257.7464 | 157.0732 | 23818.3362 | 18086.1415 | 5732.1947 |
Avg Daily Profit (%) | 0.7774 | 0.6911 | 0.0863 | 0.3014 | 0.2863 | 0.2237 |
Buy And Hold Return (%) | 665.7754 | 665.7754 | 665.7754 | 665.7754 | 665.7754 | 665.7754 |
Max Trade Drawdown | -74079 | -67444 | -48105 | -6327138 | -6039348 | -3699217 |
Profit Factor | 6.0091 | 9.103 | 2.2346 | 1.9114 | 2.2346 | 1.4992 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 38.6364 | 34.0909 | 43.1818 | 38.6364 | 34.0909 | 43.1818 |
Ratio Avg Win / Avg Loss | 9.5439 | 17.5991 | 2.9402 | 3.0358 | 4.3201 | 1.9726 |
Largest Winning Trade | 599685 | 599685 | 71008 | 13942674 | 13942674 | 8132036 |
Largest Losing Trade | -21349 | -13598 | -21349 | -2139532 | -2139532 | -1331510 |
Avg Bars in Trades | 58 | 55 | 60 | 58 | 55 | 60 |
Avg Bars in Winners | 118 | 129 | 110 | 118 | 129 | 110 |
Avg Bars in Losers | 19 | 17 | 23 | 19 | 17 | 23 |
Bars Traded | 5105 | 2430 | 2675 | 5105 | 2430 | 2675 |
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 | 405415 | 252247 | -241852 | 300581 | 248393 | 290123 |
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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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