Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1641046.1133 | 1494674.5445 | 146371.5688 | 18910428.4542 | 14004952.7986 | 4905475.6556 |
Total P&L (%) | 1641.0461 | 1494.6745 | 146.3716 | 18910.4285 | 14004.9528 | 4905.4757 |
Avg Daily Profit (%) | 0.6549 | 0.5965 | 0.0584 | 0.2096 | 0.1977 | 0.1563 |
Buy And Hold Return (%) | 491.9283 | 491.9283 | 491.9283 | 491.9283 | 491.9283 | 491.9283 |
Max Trade Drawdown | -80962 | -46470 | -69723 | -13722514 | -10616857 | -11996467 |
Profit Factor | 4.4092 | 7.6392 | 1.5713 | 1.3277 | 1.4741 | 1.1741 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 31.3433 | 28.3582 | 34.3284 | 31.3433 | 28.3582 | 34.3284 |
Ratio Avg Win / Avg Loss | 9.6583 | 19.2991 | 3.0059 | 2.9082 | 3.724 | 2.2462 |
Largest Winning Trade | 969560 | 969560 | 56559 | 14579964 | 14579964 | 8000399 |
Largest Losing Trade | -37546 | -26582 | -37546 | -7139749 | -4456456 | -7139749 |
Avg Bars in Trades | 54 | 51 | 58 | 54 | 51 | 58 |
Avg Bars in Winners | 142 | 138 | 145 | 142 | 138 | 145 |
Avg Bars in Losers | 15 | 17 | 12 | 15 | 17 | 12 |
Bars Traded | 7361 | 3464 | 3897 | 7361 | 3464 | 3897 |
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 | 344695 | -115093 | -400896 | 93016 | -121695 | -143266 |
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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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