Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1504497.9239 | 1369334.3095 | 135163.6144 | 20568910.4529 | 17328578.4913 | 3240331.9616 |
Total P&L (%) | 1504.4979 | 1369.3343 | 135.1636 | 20568.9105 | 17328.5785 | 3240.332 |
Avg Daily Profit (%) | 0.8277 | 0.7533 | 0.0744 | 0.2937 | 0.2843 | 0.1932 |
Buy And Hold Return (%) | 642.5265 | 642.5265 | 642.5265 | 642.5265 | 642.5265 | 642.5265 |
Max Trade Drawdown | -65467 | -53197 | -53367 | -22927034 | -17647309 | -14127208 |
Profit Factor | 3.4557 | 5.936 | 1.4032 | 1.246 | 1.4435 | 1.0728 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 37.7778 | 37.3134 | 38.2353 | 37.7778 | 37.3134 | 38.2353 |
Ratio Avg Win / Avg Loss | 5.6917 | 9.9724 | 2.2667 | 2.0523 | 2.4251 | 1.7329 |
Largest Winning Trade | 890862 | 890862 | 77281 | 15844370 | 15844370 | 7616150 |
Largest Losing Trade | -30457 | -17210 | -30457 | -8045051 | -5372742 | -8045051 |
Avg Bars in Trades | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Winners | 78 | 71 | 85 | 78 | 71 | 85 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 5313 | 2448 | 2865 | 5313 | 2448 | 2865 |
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 | 388509 | -106657 | -371643 | 191102 | -111061 | -246748 |
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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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