Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1296028.6424 | 1065726.6951 | 230301.9473 | 97658284.1241 | 69171300.9831 | 28486983.141 |
Total P&L (%) | 1296.0286 | 1065.7267 | 230.3019 | 97658.2841 | 69171.301 | 28486.9831 |
Avg Daily Profit (%) | 0.7146 | 0.5876 | 0.127 | 0.3803 | 0.3613 | 0.3123 |
Buy And Hold Return (%) | 466.8459 | 466.8459 | 466.8459 | 466.8459 | 466.8459 | 466.8459 |
Max Trade Drawdown | -101836 | -82453 | -70673 | -54046063 | -44076510 | -31935477 |
Profit Factor | 3.0702 | 4.3971 | 1.7374 | 1.3577 | 1.4669 | 1.2281 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 46.5753 | 42.4658 | 50.6849 | 46.5753 | 42.4658 | 50.6849 |
Ratio Avg Win / Avg Loss | 3.5217 | 5.9573 | 1.6904 | 1.5574 | 1.9874 | 1.1949 |
Largest Winning Trade | 296890 | 296890 | 58823 | 45602302 | 45602302 | 26011179 |
Largest Losing Trade | -29406 | -18979 | -29406 | -23931940 | -15109801 | -23931940 |
Avg Bars in Trades | 73 | 70 | 77 | 73 | 70 | 77 |
Avg Bars in Winners | 114 | 115 | 112 | 114 | 115 | 112 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 10758 | 5133 | 5625 | 10758 | 5133 | 5625 |
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 | 505649 | -61188 | -257852 | 366524 | -63256 | -63227 |
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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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