Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1594747.6773 | 1471020.3178 | 123727.3595 | 11935898.5949 | 11715410.4584 | 220488.1366 |
Total P&L (%) | 1594.7477 | 1471.0203 | 123.7274 | 11935.8986 | 11715.4105 | 220.4881 |
Avg Daily Profit (%) | 0.6376 | 0.5882 | 0.0495 | 0.1917 | 0.191 | 0.0466 |
Buy And Hold Return (%) | 446.6889 | 446.6889 | 446.6889 | 446.6889 | 446.6889 | 446.6889 |
Max Trade Drawdown | -93677 | -70505 | -66038 | -28561478 | -18090652 | -19788513 |
Profit Factor | 3.701 | 6.0923 | 1.4103 | 1.1342 | 1.2451 | 1.0054 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 30.9859 | 29.5775 | 32.3944 | 30.9859 | 29.5775 | 32.3944 |
Ratio Avg Win / Avg Loss | 8.2431 | 14.5054 | 2.9432 | 2.5261 | 2.9645 | 2.0981 |
Largest Winning Trade | 1004279 | 1004279 | 59253 | 17373805 | 17373805 | 9020686 |
Largest Losing Trade | -28396 | -21756 | -28396 | -8258347 | -5177520 | -8258347 |
Avg Bars in Trades | 68 | 63 | 73 | 68 | 63 | 73 |
Avg Bars in Winners | 169 | 156 | 181 | 169 | 156 | 181 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 9763 | 4511 | 5252 | 9763 | 4511 | 5252 |
Profit Streak | 0 | 0 | 20.2054 | 0 | 0 | 20.2054 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323922 | -79564 | -384003 | -70882 | -87778 | -603252 |
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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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