Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1506207.1856 | 1367769.4055 | 138437.7801 | 20802494.7079 | 19419057.8782 | 1383436.8298 |
Total P&L (%) | 1506.2072 | 1367.7694 | 138.4378 | 20802.4947 | 19419.0579 | 1383.4368 |
Avg Daily Profit (%) | 0.8258 | 0.7499 | 0.0759 | 0.2933 | 0.2896 | 0.148 |
Buy And Hold Return (%) | 749.8619 | 749.8619 | 749.8619 | 749.8619 | 749.8619 | 749.8619 |
Max Trade Drawdown | -71044 | -57206 | -41936 | -11255913 | -7781001 | -7171935 |
Profit Factor | 3.6127 | 5.1878 | 1.554 | 1.4535 | 1.7744 | 1.0665 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 42.8571 | 40 | 45.7143 | 42.8571 | 40 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.817 | 7.7816 | 1.8454 | 1.938 | 2.6616 | 1.2665 |
Largest Winning Trade | 814096 | 814096 | 73942 | 13451339 | 13451339 | 5602664 |
Largest Losing Trade | -23255 | -23255 | -21354 | -2640027 | -2535705 | -2640027 |
Avg Bars in Trades | 25 | 27 | 22 | 25 | 27 | 22 |
Avg Bars in Winners | 37 | 43 | 32 | 37 | 43 | 32 |
Avg Bars in Losers | 15 | 17 | 14 | 15 | 17 | 14 |
Bars Traded | 3524 | 1958 | 1565 | 3524 | 1958 | 1565 |
Profit Streak | 0 | 99.2584 | 0 | 0 | 99.2584 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396192 | -84502 | -350486 | 318211 | -84942 | -246208 |
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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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