Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1298912.8496 | 1101143.3389 | 197769.5107 | 48747653.7749 | 17002642.8442 | 31745010.9307 |
Total P&L (%) | 1298.9129 | 1101.1433 | 197.7695 | 48747.6538 | 17002.6428 | 31745.0109 |
Avg Daily Profit (%) | 0.5174 | 0.4386 | 0.0788 | 0.2469 | 0.205 | 0.2298 |
Buy And Hold Return (%) | 429.0158 | 429.0158 | 429.0158 | 429.0158 | 429.0158 | 429.0158 |
Max Trade Drawdown | -63156 | -43677 | -50990 | -17014624 | -16483151 | -10595798 |
Profit Factor | 4.5957 | 7.6274 | 2.0137 | 1.6653 | 1.3663 | 2.1822 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 43.6782 | 40.9091 | 46.5116 | 43.6782 | 40.9091 | 46.5116 |
Ratio Avg Win / Avg Loss | 5.926 | 11.0173 | 2.3158 | 2.1474 | 1.9736 | 2.5095 |
Largest Winning Trade | 473408 | 473408 | 56305 | 18505417 | 18505417 | 18239540 |
Largest Losing Trade | -33329 | -20883 | -33329 | -8158355 | -8158355 | -4710468 |
Avg Bars in Trades | 84 | 73 | 96 | 84 | 73 | 96 |
Avg Bars in Winners | 133 | 120 | 145 | 133 | 120 | 145 |
Avg Bars in Losers | 46 | 40 | 53 | 46 | 40 | 53 |
Bars Traded | 7345 | 3214 | 4131 | 7345 | 3214 | 4131 |
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 | 465696 | 418752 | -251033 | 337207 | 223340 | 400996 |
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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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