Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1209906.7226 | 1018966.1588 | 190940.5637 | 39752842.4518 | 21912151.5519 | 17840690.8999 |
Total P&L (%) | 1209.9067 | 1018.9662 | 190.9406 | 39752.8425 | 21912.1516 | 17840.6909 |
Avg Daily Profit (%) | 0.6622 | 0.5577 | 0.1045 | 0.3283 | 0.2957 | 0.2845 |
Buy And Hold Return (%) | 747.414 | 747.414 | 747.414 | 747.414 | 747.414 | 747.414 |
Max Trade Drawdown | -76441 | -98804 | -58435 | -30065811 | -28986916 | -10289779 |
Profit Factor | 2.1619 | 2.8346 | 1.393 | 1.2706 | 1.2653 | 1.2775 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 125 | 58 | 67 | 125 | 58 | 67 |
Losing Trades | 157 | 83 | 74 | 157 | 83 | 74 |
Profitability (%) | 44.3262 | 41.1348 | 47.5177 | 44.3262 | 41.1348 | 47.5177 |
Ratio Avg Win / Avg Loss | 2.7154 | 4.0564 | 1.5385 | 1.5959 | 1.8107 | 1.411 |
Largest Winning Trade | 272676 | 272676 | 42623 | 27823132 | 27823132 | 11100814 |
Largest Losing Trade | -23577 | -23577 | -20354 | -10274542 | -8128228 | -10274542 |
Avg Bars in Trades | 12 | 17 | 7 | 12 | 17 | 7 |
Avg Bars in Winners | 17 | 27 | 9 | 17 | 27 | 9 |
Avg Bars in Losers | 8 | 11 | 5 | 8 | 11 | 5 |
Bars Traded | 3583 | 2528 | 1055 | 3583 | 2528 | 1055 |
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 | 223822 | -39588 | -218342 | 349056 | 233570 | 282162 |
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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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