Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1686466.6056 | 1561021.3432 | 125445.2624 | 12925547.174 | 7837886.1968 | 5087660.9772 |
Total P&L (%) | 1686.4666 | 1561.0213 | 125.4453 | 12925.5472 | 7837.8862 | 5087.661 |
Avg Daily Profit (%) | 0.926 | 0.8571 | 0.0689 | 0.2677 | 0.2405 | 0.217 |
Buy And Hold Return (%) | 512.0662 | 512.0662 | 512.0662 | 512.0662 | 512.0662 | 512.0662 |
Max Trade Drawdown | -81794 | -62731 | -57862 | -19535872 | -16108750 | -9637845 |
Profit Factor | 3.1514 | 4.9215 | 1.3251 | 1.1877 | 1.2151 | 1.1569 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 165 | 86 | 79 | 165 | 86 | 79 |
Profitability (%) | 30.6723 | 27.7311 | 33.6134 | 30.6723 | 27.7311 | 33.6134 |
Ratio Avg Win / Avg Loss | 7.1231 | 12.8257 | 2.6172 | 2.6845 | 3.1666 | 2.2848 |
Largest Winning Trade | 1008884 | 1008884 | 69592 | 12178832 | 12178832 | 7228898 |
Largest Losing Trade | -30457 | -18686 | -30457 | -4566844 | -4566844 | -2288096 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 53 | 53 | 53 | 53 | 53 | 53 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 5359 | 2548 | 2811 | 5359 | 2548 | 2811 |
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 | 376350 | 5287 | -271733 | -10337 | -8678 | -44998 |
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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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