Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1690114.0721 | 1504108.5953 | 186005.4768 | 48944221.3369 | 31689085.8893 | 17255135.4476 |
Total P&L (%) | 1690.1141 | 1504.1086 | 186.0055 | 48944.2213 | 31689.0859 | 17255.1354 |
Avg Daily Profit (%) | 0.9297 | 0.8273 | 0.1023 | 0.3414 | 0.3174 | 0.284 |
Buy And Hold Return (%) | 639.1674 | 639.1674 | 639.1674 | 639.1674 | 639.1674 | 639.1674 |
Max Trade Drawdown | -90558 | -65756 | -57815 | -30882734 | -30677999 | -19211805 |
Profit Factor | 3.5209 | 5.3703 | 1.5701 | 1.3029 | 1.3987 | 1.2102 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 45.3488 | 43.0233 | 47.6744 | 45.3488 | 43.0233 | 47.6744 |
Ratio Avg Win / Avg Loss | 4.2431 | 7.112 | 1.7233 | 1.5701 | 1.8523 | 1.3282 |
Largest Winning Trade | 743015 | 743015 | 73930 | 26037857 | 26037857 | 18782432 |
Largest Losing Trade | -21963 | -21963 | -19409 | -12642761 | -10642312 | -12642761 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 33 | 38 | 29 | 33 | 38 | 29 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 3501 | 1908 | 1592 | 3501 | 1908 | 1592 |
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 | 573530 | 502655 | -220271 | 353825 | 290876 | 264242 |
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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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