Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1721421.8529 | 1540110.7626 | 181311.0903 | 50067695.5772 | 45129414.7073 | 4938280.8699 |
Total P&L (%) | 1721.4219 | 1540.1108 | 181.3111 | 50067.6956 | 45129.4147 | 4938.2809 |
Avg Daily Profit (%) | 0.946 | 0.8464 | 0.0996 | 0.3423 | 0.3366 | 0.2156 |
Buy And Hold Return (%) | 622.7485 | 622.7485 | 622.7485 | 622.7485 | 622.7485 | 622.7485 |
Max Trade Drawdown | -76478 | -63455 | -57092 | -44060076 | -43945289 | -17930135 |
Profit Factor | 3.1061 | 5.0302 | 1.4166 | 1.2321 | 1.4032 | 1.0476 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Losing Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Profitability (%) | 43.0147 | 43.3824 | 42.6471 | 43.0147 | 43.3824 | 42.6471 |
Ratio Avg Win / Avg Loss | 4.1149 | 6.5649 | 1.9051 | 1.6323 | 1.8313 | 1.4088 |
Largest Winning Trade | 865886 | 865886 | 77099 | 46680474 | 46680474 | 17095271 |
Largest Losing Trade | -19179 | -15027 | -19179 | -10112393 | -10112393 | -9896772 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 35 | 31 | 40 | 35 | 31 | 40 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5343 | 2403 | 2940 | 5343 | 2403 | 2940 |
Profit Streak | 0 | 16.3564 | 0 | 0 | 16.3564 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536070 | 553471 | -226598 | 324657 | 328198 | -162780 |
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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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