Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1622431.1565 | 1481498.9604 | 140932.1961 | 24789051.3006 | 16873520.2018 | 7915531.0988 |
Total P&L (%) | 1622.4312 | 1481.499 | 140.9322 | 24789.0513 | 16873.5202 | 7915.5311 |
Avg Daily Profit (%) | 0.8884 | 0.8112 | 0.0772 | 0.3025 | 0.2815 | 0.2403 |
Buy And Hold Return (%) | 583.6689 | 583.6689 | 583.6689 | 583.6689 | 583.6689 | 583.6689 |
Max Trade Drawdown | -79377 | -47838 | -64082 | -21030710 | -16542397 | -17242654 |
Profit Factor | 3.4104 | 5.961 | 1.3764 | 1.3081 | 1.4538 | 1.1829 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Profitability (%) | 32.1608 | 30.303 | 34 | 32.1608 | 30.303 | 34 |
Ratio Avg Win / Avg Loss | 7.1938 | 13.7102 | 2.6718 | 2.7593 | 3.3438 | 2.2962 |
Largest Winning Trade | 865886 | 865886 | 78469 | 16121640 | 16121640 | 11065272 |
Largest Losing Trade | -30457 | -14412 | -30457 | -4483114 | -4483114 | -3852754 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 61 | 56 | 65 | 61 | 56 | 65 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 5349 | 2470 | 2879 | 5349 | 2470 | 2879 |
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 | 390237 | 377330 | -260265 | 163468 | 115097 | -16068 |
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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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