Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1473242.6651 | 1334402.0905 | 138840.5746 | 14664951.4179 | 13273882.2093 | 1391069.2086 |
Total P&L (%) | 1473.2427 | 1334.4021 | 138.8406 | 14664.9514 | 13273.8822 | 1391.0692 |
Avg Daily Profit (%) | 0.5891 | 0.5335 | 0.0555 | 0.1999 | 0.1959 | 0.1081 |
Buy And Hold Return (%) | 502.1723 | 502.1723 | 502.1723 | 502.1723 | 502.1723 | 502.1723 |
Max Trade Drawdown | -84184 | -60736 | -82880 | -39101596 | -24380355 | -27883061 |
Profit Factor | 3.9042 | 6.705 | 1.5079 | 1.141 | 1.2516 | 1.0271 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 35.9551 | 33.3333 | 38.6364 | 35.9551 | 33.3333 | 38.6364 |
Ratio Avg Win / Avg Loss | 6.9544 | 13.41 | 2.3948 | 2.0323 | 2.5031 | 1.6313 |
Largest Winning Trade | 840115 | 840115 | 61658 | 16134101 | 16134101 | 10563994 |
Largest Losing Trade | -30519 | -21197 | -30519 | -7636999 | -4856528 | -7636999 |
Avg Bars in Trades | 110 | 97 | 122 | 110 | 97 | 122 |
Avg Bars in Winners | 238 | 221 | 253 | 238 | 221 | 253 |
Avg Bars in Losers | 37 | 35 | 40 | 37 | 35 | 40 |
Bars Traded | 9794 | 4405 | 5389 | 9794 | 4405 | 5389 |
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 | 358563 | 345081 | -286460 | -61540 | 89514 | -245502 |
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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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