Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1196649.2917 | 1007957.5365 | 188691.7552 | 50039819.6638 | 36788093.2978 | 13251726.366 |
Total P&L (%) | 1196.6493 | 1007.9575 | 188.6918 | 50039.8197 | 36788.0933 | 13251.7264 |
Avg Daily Profit (%) | 0.4777 | 0.4024 | 0.0753 | 0.2485 | 0.2362 | 0.1956 |
Buy And Hold Return (%) | 463.0052 | 463.0052 | 463.0052 | 463.0052 | 463.0052 | 463.0052 |
Max Trade Drawdown | -76778 | -44322 | -60497 | -53606260 | -24546440 | -31812573 |
Profit Factor | 3.848 | 7.2792 | 1.7267 | 1.3905 | 1.6333 | 1.1892 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 35.4839 | 38.2979 | 32.6087 | 35.4839 | 38.2979 | 32.6087 |
Ratio Avg Win / Avg Loss | 6.9963 | 11.7277 | 3.5685 | 2.5282 | 2.6314 | 2.4577 |
Largest Winning Trade | 364717 | 364717 | 59397 | 26795980 | 25662412 | 26795980 |
Largest Losing Trade | -30029 | -13898 | -30029 | -10216396 | -6479062 | -10216396 |
Avg Bars in Trades | 51 | 42 | 60 | 51 | 42 | 60 |
Avg Bars in Winners | 115 | 84 | 152 | 115 | 84 | 152 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 4777 | 1992 | 2785 | 4777 | 1992 | 2785 |
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 | 305418 | 292215 | -261566 | 172920 | 250927 | -10001 |
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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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