Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2250236.7571 | 2065386.9087 | 184849.8484 | 57664036.3401 | 20865208.1919 | 36798828.1482 |
Total P&L (%) | 2250.2368 | 2065.3869 | 184.8498 | 57664.0363 | 20865.2082 | 36798.8281 |
Avg Daily Profit (%) | 1.2049 | 1.106 | 0.099 | 0.3411 | 0.2866 | 0.317 |
Buy And Hold Return (%) | 496.0322 | 496.0322 | 496.0322 | 496.0322 | 496.0322 | 496.0322 |
Max Trade Drawdown | -69761 | -60785 | -99874 | -62600583 | -33629016 | -35612103 |
Profit Factor | 5.9369 | 9.7057 | 1.8458 | 1.3356 | 1.2095 | 1.5095 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 32.7586 | 25.8621 | 39.6552 | 32.7586 | 25.8621 | 39.6552 |
Ratio Avg Win / Avg Loss | 12.1863 | 27.8231 | 2.8088 | 2.7415 | 3.4672 | 2.297 |
Largest Winning Trade | 1359364 | 1359364 | 68628 | 45235563 | 45235563 | 42263917 |
Largest Losing Trade | -28279 | -26692 | -28279 | -18623290 | -18623290 | -13784783 |
Avg Bars in Trades | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Winners | 64 | 71 | 59 | 64 | 71 | 59 |
Avg Bars in Losers | 13 | 17 | 8 | 13 | 17 | 8 |
Bars Traded | 3464 | 1805 | 1659 | 3464 | 1805 | 1659 |
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 | 508858 | -186465 | -407182 | 163326 | -196928 | -172565 |
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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) |
---|