Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1554846.2735 | 1458402.7514 | 96443.5221 | 86666521.829 | 69130006.8767 | 17536514.9522 |
Total P&L (%) | 1554.8463 | 1458.4028 | 96.4435 | 86666.5218 | 69130.0069 | 17536.515 |
Avg Daily Profit (%) | 0.6847 | 0.6422 | 0.0425 | 0.2984 | 0.2884 | 0.228 |
Buy And Hold Return (%) | 9974.5452 | 9974.5452 | 9974.5452 | 9974.5452 | 9974.5452 | 9974.5452 |
Max Trade Drawdown | -78116 | -75989 | -115929 | -41584804 | -11292972 | -30291831 |
Profit Factor | 3.6626 | 7.1252 | 1.2788 | 2.0744 | 3.1253 | 1.3643 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Profitability (%) | 33.7278 | 35.7143 | 31.7647 | 33.7278 | 35.7143 | 31.7647 |
Ratio Avg Win / Avg Loss | 7.1966 | 12.8253 | 2.7471 | 4.0759 | 5.6255 | 2.9307 |
Largest Winning Trade | 528300 | 528300 | 59827 | 37738790 | 37738790 | 27910581 |
Largest Losing Trade | -49580 | -11870 | -49580 | -10211184 | -5756536 | -10211184 |
Avg Bars in Trades | 25 | 25 | 24 | 25 | 25 | 24 |
Avg Bars in Winners | 59 | 58 | 60 | 59 | 58 | 60 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 4245 | 2161 | 2084 | 4245 | 2161 | 2084 |
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 | -151948 | -151039 | -308036 | 275657 | 328022 | -5776 |
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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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