Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1651228.279 | 1562959.6084 | 88268.6706 | 67449607.1077 | 55624859.8002 | 11824747.3075 |
Total P&L (%) | 1651.2283 | 1562.9596 | 88.2687 | 67449.6071 | 55624.8598 | 11824.7473 |
Avg Daily Profit (%) | 0.7294 | 0.6905 | 0.039 | 0.2882 | 0.2797 | 0.2114 |
Buy And Hold Return (%) | 10261.3919 | 10261.3919 | 10261.3919 | 10261.3919 | 10261.3919 | 10261.3919 |
Max Trade Drawdown | -155415 | -131033 | -98691 | -32115087 | -14229173 | -25606391 |
Profit Factor | 3.4461 | 5.9848 | 1.2442 | 1.71 | 2.1873 | 1.2456 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Profitability (%) | 45.9459 | 46.7391 | 45.1613 | 45.9459 | 46.7391 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.0542 | 6.8199 | 1.5108 | 2.0118 | 2.4925 | 1.5125 |
Largest Winning Trade | 584178 | 584178 | 47816 | 32537848 | 32537848 | 15805880 |
Largest Losing Trade | -33079 | -23222 | -33079 | -17951384 | -5887079 | -17951384 |
Avg Bars in Trades | 34 | 35 | 33 | 34 | 35 | 33 |
Avg Bars in Winners | 54 | 53 | 55 | 54 | 53 | 55 |
Avg Bars in Losers | 17 | 20 | 14 | 17 | 20 | 14 |
Bars Traded | 6360 | 3277 | 3083 | 6360 | 3277 | 3083 |
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 | -147231 | -146607 | -307925 | 401045 | 369049 | -111568 |
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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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