Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2473815.5566 | 2309483.1811 | 164332.3756 | 21512662.7262 | 37649245.1413 | -16136582.4151 |
Total P&L (%) | 2473.8156 | 2309.4832 | 164.3324 | 21512.6627 | 37649.2451 | -16136.5824 |
Avg Daily Profit (%) | 1.117 | 1.0428 | 0.0742 | 0.243 | 0.2683 | 0 |
Buy And Hold Return (%) | 486.628 | 486.628 | 486.628 | 486.628 | 486.628 | 486.628 |
Max Trade Drawdown | -139136 | -78988 | -101873 | -75350636 | -39174374 | -56222205 |
Profit Factor | 4.5954 | 8.7693 | 1.4205 | 1.088 | 1.3954 | 0.892 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 53.2847 | 52.1739 | 54.4118 | 53.2847 | 52.1739 | 54.4118 |
Ratio Avg Win / Avg Loss | 4.0289 | 8.0386 | 1.1902 | 0.9538 | 1.2791 | 0.7473 |
Largest Winning Trade | 1972502 | 1972502 | 49451 | 42648474 | 42648474 | 20430059 |
Largest Losing Trade | -42032 | -40170 | -42032 | -29273602 | -18985976 | -29273602 |
Avg Bars in Trades | 63 | 55 | 71 | 63 | 55 | 71 |
Avg Bars in Winners | 86 | 81 | 91 | 86 | 81 | 91 |
Avg Bars in Losers | 36 | 27 | 46 | 36 | 27 | 46 |
Bars Traded | 8678 | 3843 | 4835 | 8678 | 3843 | 4835 |
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 | 736212 | -81052 | -367440 | -116252 | -92110 | -689386 |
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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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