Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1598475.3965 | 1504047.6321 | 94427.7644 | 53423823.0051 | 47759991.1109 | 5663831.8942 |
Total P&L (%) | 1598.4754 | 1504.0476 | 94.4278 | 53423.823 | 47759.9911 | 5663.8319 |
Avg Daily Profit (%) | 0.7675 | 0.7222 | 0.0453 | 0.3021 | 0.2967 | 0.1949 |
Buy And Hold Return (%) | 10473.3531 | 10473.3531 | 10473.3531 | 10473.3531 | 10473.3531 | 10473.3531 |
Max Trade Drawdown | -72164 | -99221 | -35129 | -26481202 | -22981449 | -15148072 |
Profit Factor | 3.7222 | 4.7128 | 1.5185 | 1.3644 | 1.4906 | 1.115 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 47.619 | 46.5753 | 48.6486 | 47.619 | 46.5753 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.0944 | 5.4059 | 1.6029 | 1.5009 | 1.7098 | 1.177 |
Largest Winning Trade | 544199 | 544199 | 30008 | 33346181 | 33346181 | 14121439 |
Largest Losing Trade | -35074 | -35074 | -13737 | -22981449 | -22981449 | -9678918 |
Avg Bars in Trades | 165 | 284 | 48 | 165 | 284 | 48 |
Avg Bars in Winners | 227 | 399 | 64 | 227 | 399 | 64 |
Avg Bars in Losers | 109 | 183 | 33 | 109 | 183 | 33 |
Bars Traded | 24357 | 20738 | 3619 | 24357 | 20738 | 3619 |
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 | -146568 | -218982 | -360581 | 313073 | -63789 | -316779 |
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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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