Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1671692.3006 | 1581010.1459 | 90682.1547 | 70896163.7307 | 51746354.5231 | 19149809.2076 |
Total P&L (%) | 1671.6923 | 1581.0101 | 90.6822 | 70896.1637 | 51746.3545 | 19149.8092 |
Avg Daily Profit (%) | 0.8027 | 0.7592 | 0.0435 | 0.3157 | 0.3006 | 0.2529 |
Buy And Hold Return (%) | 11213.9851 | 11213.9851 | 11213.9851 | 11213.9851 | 11213.9851 | 11213.9851 |
Max Trade Drawdown | -106905 | -100016 | -47012 | -36691979 | -43653072 | -27194901 |
Profit Factor | 3.0466 | 4.9616 | 1.2171 | 1.3414 | 1.501 | 1.1835 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Losing Trades | 195 | 94 | 101 | 195 | 94 | 101 |
Profitability (%) | 41.791 | 43.7126 | 39.881 | 41.791 | 43.7126 | 39.881 |
Ratio Avg Win / Avg Loss | 4.2434 | 6.3889 | 1.8347 | 1.8684 | 1.9328 | 1.784 |
Largest Winning Trade | 561714 | 561714 | 42689 | 46844089 | 46844089 | 19086287 |
Largest Losing Trade | -22525 | -22525 | -21609 | -14556912 | -9363209 | -14556912 |
Avg Bars in Trades | 73 | 70 | 76 | 73 | 70 | 76 |
Avg Bars in Winners | 119 | 117 | 122 | 119 | 117 | 122 |
Avg Bars in Losers | 39 | 33 | 45 | 39 | 33 | 45 |
Bars Traded | 24576 | 11787 | 12789 | 24576 | 11787 | 12789 |
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 | -148230 | -147319 | -303449 | 308969 | 270692 | -21548 |
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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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