Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1742962.077 | 1587526.626 | 155435.451 | 31876645.7268 | 17333087.0856 | 14543558.6413 |
Total P&L (%) | 1742.9621 | 1587.5266 | 155.4355 | 31876.6457 | 17333.0871 | 14543.5586 |
Avg Daily Profit (%) | 0.954 | 0.8689 | 0.0851 | 0.3162 | 0.2829 | 0.2733 |
Buy And Hold Return (%) | 783.9273 | 783.9273 | 783.9273 | 783.9273 | 783.9273 | 783.9273 |
Max Trade Drawdown | -152289 | -76527 | -83726 | -136533823 | -81765690 | -62929774 |
Profit Factor | 4.2481 | 6.6706 | 1.6056 | 1.1374 | 1.1358 | 1.1393 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 34.9594 | 32.7869 | 37.0968 | 34.9594 | 32.7869 | 37.0968 |
Ratio Avg Win / Avg Loss | 7.9034 | 13.6748 | 2.7225 | 2.116 | 2.3284 | 1.9318 |
Largest Winning Trade | 932547 | 932547 | 68083 | 52131709 | 47590680 | 52131709 |
Largest Losing Trade | -23358 | -23358 | -22529 | -19692752 | -19692752 | -13118103 |
Avg Bars in Trades | 28 | 29 | 26 | 28 | 29 | 26 |
Avg Bars in Winners | 55 | 59 | 52 | 55 | 59 | 52 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 3475 | 1809 | 1666 | 3475 | 1809 | 1666 |
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 | 356341 | -153341 | -401307 | -64523 | -229651 | -216747 |
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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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