Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1610271.4238 | 1503619.3222 | 106652.1017 | 86525777.3395 | 66880185.3419 | 19645591.9976 |
Total P&L (%) | 1610.2714 | 1503.6193 | 106.6521 | 86525.7773 | 66880.1853 | 19645.592 |
Avg Daily Profit (%) | 0.7732 | 0.722 | 0.0512 | 0.3253 | 0.3129 | 0.2541 |
Buy And Hold Return (%) | 11246.512 | 11246.512 | 11246.512 | 11246.512 | 11246.512 | 11246.512 |
Max Trade Drawdown | -77203 | -55370 | -97003 | -44640526 | -33533237 | -39539062 |
Profit Factor | 3.3526 | 6.486 | 1.2599 | 1.4595 | 1.8008 | 1.1875 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 146 | 72 | 74 | 146 | 72 | 74 |
Losing Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Profitability (%) | 47.557 | 47.0588 | 48.0519 | 47.557 | 47.0588 | 48.0519 |
Ratio Avg Win / Avg Loss | 3.697 | 7.2967 | 1.362 | 1.6095 | 2.0259 | 1.2838 |
Largest Winning Trade | 529796 | 529796 | 47429 | 55373518 | 55373518 | 24285022 |
Largest Losing Trade | -55711 | -19568 | -55711 | -22041960 | -18410404 | -22041960 |
Avg Bars in Trades | 80 | 74 | 85 | 80 | 74 | 85 |
Avg Bars in Winners | 122 | 112 | 131 | 122 | 112 | 131 |
Avg Bars in Losers | 41 | 41 | 41 | 41 | 41 | 41 |
Bars Traded | 24586 | 11472 | 13114 | 24586 | 11472 | 13114 |
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 | -145775 | -145648 | -290972 | 429621 | 389484 | -14886 |
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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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