Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1499796.936 | 1385133.374 | 114663.562 | 12339190.6194 | 11137457.234 | 1201733.3855 |
Total P&L (%) | 1499.7969 | 1385.1334 | 114.6636 | 12339.1906 | 11137.4572 | 1201.7334 |
Avg Daily Profit (%) | 0.8272 | 0.764 | 0.0632 | 0.2664 | 0.2608 | 0.1416 |
Buy And Hold Return (%) | 523.4704 | 523.4704 | 523.4704 | 523.4704 | 523.4704 | 523.4704 |
Max Trade Drawdown | -100649 | -63492 | -66798 | -24478248 | -13816464 | -16335340 |
Profit Factor | 3.4096 | 5.6485 | 1.3534 | 1.1906 | 1.3726 | 1.0345 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 33.0935 | 28.9855 | 37.1429 | 33.0935 | 28.9855 | 37.1429 |
Ratio Avg Win / Avg Loss | 6.8934 | 13.8387 | 2.2904 | 2.4071 | 3.3628 | 1.7507 |
Largest Winning Trade | 812575 | 812575 | 74953 | 12711899 | 12711899 | 11680911 |
Largest Losing Trade | -30148 | -19763 | -30148 | -3335485 | -2867620 | -3335485 |
Avg Bars in Trades | 25 | 24 | 27 | 25 | 24 | 27 |
Avg Bars in Winners | 55 | 53 | 55 | 55 | 53 | 55 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 3566 | 1657 | 1909 | 3566 | 1657 | 1909 |
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 | 379807 | -96226 | -371916 | -7078 | -103733 | -289102 |
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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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