Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1530622.219 | 1386333.6107 | 144288.6083 | 25790728.3663 | 17784620.2605 | 8006108.1058 |
Total P&L (%) | 1530.6222 | 1386.3336 | 144.2886 | 25790.7284 | 17784.6203 | 8006.1081 |
Avg Daily Profit (%) | 0.8435 | 0.764 | 0.0795 | 0.3067 | 0.2862 | 0.2425 |
Buy And Hold Return (%) | 592.1378 | 592.1378 | 592.1378 | 592.1378 | 592.1378 | 592.1378 |
Max Trade Drawdown | -76421 | -51193 | -53401 | -33496173 | -24038551 | -24099848 |
Profit Factor | 3.8126 | 6.6353 | 1.4839 | 1.231 | 1.3389 | 1.1353 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 36.1345 | 33.8983 | 38.3333 | 36.1345 | 33.8983 | 38.3333 |
Ratio Avg Win / Avg Loss | 6.7386 | 12.9388 | 2.3871 | 2.1757 | 2.6109 | 1.8263 |
Largest Winning Trade | 780182 | 780182 | 74096 | 21006698 | 21006698 | 11164387 |
Largest Losing Trade | -30457 | -22979 | -30457 | -7718321 | -7718321 | -6438975 |
Avg Bars in Trades | 43 | 41 | 46 | 43 | 41 | 46 |
Avg Bars in Winners | 85 | 80 | 90 | 85 | 80 | 90 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 5224 | 2427 | 2797 | 5224 | 2427 | 2797 |
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 | 416573 | -166447 | -424244 | 167265 | -173012 | -236213 |
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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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