Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1578185.1599 | 1469323.4425 | 108861.7174 | 111417415.9748 | 80864328.4756 | 30553087.4992 |
Total P&L (%) | 1578.1852 | 1469.3234 | 108.8617 | 111417.416 | 80864.3285 | 30553.0875 |
Avg Daily Profit (%) | 0.6994 | 0.6512 | 0.0482 | 0.3114 | 0.2972 | 0.254 |
Buy And Hold Return (%) | 8626.3757 | 8626.3757 | 8626.3757 | 8626.3757 | 8626.3757 | 8626.3757 |
Max Trade Drawdown | -78116 | -74459 | -115502 | -38322792 | -13183668 | -25139123 |
Profit Factor | 3.7386 | 7.156 | 1.3225 | 2.2683 | 3.0113 | 1.6413 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Losing Trades | 108 | 51 | 57 | 108 | 51 | 57 |
Profitability (%) | 35.7143 | 39.2857 | 32.1429 | 35.7143 | 39.2857 | 32.1429 |
Ratio Avg Win / Avg Loss | 6.7295 | 11.0593 | 2.7919 | 4.0829 | 4.6539 | 3.4649 |
Largest Winning Trade | 528300 | 528300 | 62057 | 44341145 | 44341145 | 32380564 |
Largest Losing Trade | -49580 | -13606 | -49580 | -11920765 | -6720308 | -11920765 |
Avg Bars in Trades | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Winners | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 4251 | 2201 | 2050 | 4251 | 2201 | 2050 |
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 | -150999 | -149573 | -299922 | 320776 | 374480 | 71356 |
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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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