Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2864194.3351 | 2747366.8552 | 116827.4799 | 242245658.519 | 219193404.3637 | 23052254.1553 |
Total P&L (%) | 2864.1943 | 2747.3669 | 116.8275 | 242245.6585 | 219193.4044 | 23052.2542 |
Avg Daily Profit (%) | 1.5668 | 1.5029 | 0.0639 | 0.4272 | 0.4217 | 0.2983 |
Buy And Hold Return (%) | 7948.3314 | 7948.3314 | 7948.3314 | 7948.3314 | 7948.3314 | 7948.3314 |
Max Trade Drawdown | -67866 | -46722 | -133116 | -65891507 | -35976302 | -106090218 |
Profit Factor | 6.0412 | 15.4721 | 1.3088 | 2.0241 | 3.5858 | 1.1519 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 42.8571 | 44.898 | 40.8163 | 42.8571 | 44.898 | 40.8163 |
Ratio Avg Win / Avg Loss | 8.055 | 18.9885 | 1.8978 | 2.6988 | 4.4007 | 1.6702 |
Largest Winning Trade | 1797376 | 1797376 | 67413 | 95603648 | 95603648 | 58681863 |
Largest Losing Trade | -48337 | -15277 | -48337 | -62923971 | -31769340 | -62923971 |
Avg Bars in Trades | 218 | 214 | 222 | 218 | 214 | 222 |
Avg Bars in Winners | 387 | 351 | 426 | 387 | 351 | 426 |
Avg Bars in Losers | 91 | 102 | 81 | 91 | 102 | 81 |
Bars Traded | 21401 | 10506 | 10895 | 21401 | 10506 | 10895 |
Profit Streak | 322.9 | 337.15 | 0 | 322.9 | 337.15 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145347 | -144774 | -275597 | 428296 | 554033 | -50138 |
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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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