Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1672295.5436 | 1504627.8112 | 167667.7325 | 43025942.0047 | 31117860.1615 | 11908081.8432 |
Total P&L (%) | 1672.2955 | 1504.6278 | 167.6677 | 43025.942 | 31117.8602 | 11908.0818 |
Avg Daily Profit (%) | 0.9215 | 0.8291 | 0.0924 | 0.3349 | 0.317 | 0.2642 |
Buy And Hold Return (%) | 539.1104 | 539.1104 | 539.1104 | 539.1104 | 539.1104 | 539.1104 |
Max Trade Drawdown | -72086 | -38814 | -48340 | -52541166 | -25179429 | -36137267 |
Profit Factor | 3.7527 | 6.5517 | 1.4983 | 1.282 | 1.4299 | 1.1485 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 34.6405 | 31.5789 | 37.6623 | 34.6405 | 31.5789 | 37.6623 |
Ratio Avg Win / Avg Loss | 7.0806 | 14.1954 | 2.4799 | 2.4189 | 3.0981 | 1.901 |
Largest Winning Trade | 865886 | 865886 | 78458 | 28567831 | 28567831 | 18788282 |
Largest Losing Trade | -30457 | -14456 | -30457 | -10010804 | -7614712 | -10010804 |
Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Winners | 74 | 71 | 76 | 74 | 71 | 76 |
Avg Bars in Losers | 14 | 14 | 13 | 14 | 14 | 13 |
Bars Traded | 5337 | 2469 | 2867 | 5337 | 2469 | 2867 |
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 | 430555 | -38199 | -279738 | 183755 | -45595 | -94202 |
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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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