Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1337951.6739 | 1070744.1743 | 267207.4996 | 154992079.6437 | 11738082.4355 | 143253997.2082 |
Total P&L (%) | 1337.9517 | 1070.7442 | 267.2075 | 154992.0796 | 11738.0824 | 143253.9972 |
Avg Daily Profit (%) | 0.6038 | 0.4832 | 0.1206 | 0.3321 | 0.2157 | 0.3285 |
Buy And Hold Return (%) | 788.7408 | 788.7408 | 788.7408 | 788.7408 | 788.7408 | 788.7408 |
Max Trade Drawdown | -106881 | -53227 | -87390 | -329278770 | -200438039 | -216463888 |
Profit Factor | 3.0139 | 4.5596 | 1.735 | 1.1552 | 1.0233 | 1.2902 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 50.3817 | 53.0303 | 47.6923 | 50.3817 | 53.0303 | 47.6923 |
Ratio Avg Win / Avg Loss | 2.9682 | 4.0385 | 1.9029 | 1.1377 | 0.9063 | 1.4151 |
Largest Winning Trade | 358239 | 358239 | 55112 | 81729235 | 81729235 | 60913072 |
Largest Losing Trade | -39580 | -29710 | -39580 | -131999206 | -131999206 | -100828367 |
Avg Bars in Trades | 66 | 73 | 58 | 66 | 73 | 58 |
Avg Bars in Winners | 83 | 88 | 77 | 83 | 88 | 77 |
Avg Bars in Losers | 48 | 56 | 41 | 48 | 56 | 41 |
Bars Traded | 8662 | 4848 | 3814 | 8662 | 4848 | 3814 |
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 | 314257 | -160401 | -327079 | -40207 | -312232 | -123417 |
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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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