Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1526203.9931 | 1418110.1333 | 108093.8599 | 101909588.2182 | 69459285.1808 | 32450303.0375 |
Total P&L (%) | 1526.204 | 1418.1101 | 108.0939 | 101909.5882 | 69459.2852 | 32450.303 |
Avg Daily Profit (%) | 0.6762 | 0.6283 | 0.0479 | 0.3074 | 0.2904 | 0.2567 |
Buy And Hold Return (%) | 8887.661 | 8887.661 | 8887.661 | 8887.661 | 8887.661 | 8887.661 |
Max Trade Drawdown | -67892 | -73318 | -132033 | -9750956 | -7300507 | -10906533 |
Profit Factor | 3.7034 | 7.1408 | 1.324 | 2.8309 | 3.4417 | 2.1925 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 40.1515 | 40.9091 | 39.3939 | 40.1515 | 40.9091 | 39.3939 |
Ratio Avg Win / Avg Loss | 5.5201 | 10.3145 | 2.0369 | 4.2197 | 4.9713 | 3.373 |
Largest Winning Trade | 438071 | 438071 | 58325 | 37003750 | 37003750 | 18843682 |
Largest Losing Trade | -49580 | -30770 | -49580 | -8356429 | -6098869 | -8356429 |
Avg Bars in Trades | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Winners | 67 | 73 | 61 | 67 | 73 | 61 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 4309 | 2296 | 2013 | 4309 | 2296 | 2013 |
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 | -150305 | -273544 | -421967 | 391656 | -112600 | -118421 |
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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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