Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1550005.9118 | 1449209.5737 | 100796.3381 | 13071178.6021 | 10566777.3163 | 2504401.2858 |
Total P&L (%) | 1550.0059 | 1449.2096 | 100.7963 | 13071.1786 | 10566.7773 | 2504.4013 |
Avg Daily Profit (%) | 0.8547 | 0.7991 | 0.0556 | 0.2695 | 0.2578 | 0.1799 |
Buy And Hold Return (%) | 623.2115 | 623.2115 | 623.2115 | 623.2115 | 623.2115 | 623.2115 |
Max Trade Drawdown | -109784 | -60114 | -62832 | -15025666 | -10246289 | -9995463 |
Profit Factor | 3.3323 | 5.6686 | 1.2846 | 1.2983 | 1.4897 | 1.1126 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Profitability (%) | 33.7748 | 33.3333 | 34.2105 | 33.7748 | 33.3333 | 34.2105 |
Ratio Avg Win / Avg Loss | 6.5339 | 11.3373 | 2.4704 | 2.5457 | 2.9793 | 2.1396 |
Largest Winning Trade | 835607 | 835607 | 77406 | 9542554 | 9542554 | 8250822 |
Largest Losing Trade | -30148 | -23822 | -30148 | -3494514 | -2492263 | -3494514 |
Avg Bars in Trades | 22 | 21 | 24 | 22 | 21 | 24 |
Avg Bars in Winners | 49 | 45 | 53 | 49 | 45 | 53 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 3433 | 1607 | 1826 | 3433 | 1607 | 1826 |
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 | 385295 | -46437 | -338695 | 164716 | -52275 | -145220 |
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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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