Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2268196.2034 | 2103422.3433 | 164773.8601 | 19560142.6134 | 6888260.6247 | 12671881.9887 |
Total P&L (%) | 2268.1962 | 2103.4223 | 164.7739 | 19560.1426 | 6888.2606 | 12671.882 |
Avg Daily Profit (%) | 0.9985 | 0.926 | 0.0725 | 0.2328 | 0.1871 | 0.2137 |
Buy And Hold Return (%) | 196.5714 | 196.5714 | 196.5714 | 196.5714 | 196.5714 | 196.5714 |
Max Trade Drawdown | -111874 | -84760 | -75694 | -42504112 | -35920938 | -26012364 |
Profit Factor | 5.4313 | 9.198 | 1.6455 | 1.1874 | 1.1273 | 1.2521 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
Profitability (%) | 49.4253 | 38.6364 | 60.4651 | 49.4253 | 38.6364 | 60.4651 |
Ratio Avg Win / Avg Loss | 5.5576 | 14.6086 | 1.0759 | 1.215 | 1.7904 | 0.8187 |
Largest Winning Trade | 1583051 | 1583051 | 61152 | 30772055 | 30772055 | 12762574 |
Largest Losing Trade | -44933 | -26613 | -44933 | -15118052 | -10031560 | -15118052 |
Avg Bars in Trades | 149 | 139 | 159 | 149 | 139 | 159 |
Avg Bars in Winners | 215 | 243 | 197 | 215 | 243 | 197 |
Avg Bars in Losers | 84 | 74 | 100 | 84 | 74 | 100 |
Bars Traded | 13014 | 6158 | 6856 | 13014 | 6158 | 6856 |
Profit Streak | 0 | 0 | 141.713 | 0 | 0 | 141.713 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 772502 | 627943 | -257100 | -6034 | -75808 | 325390 |
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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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