Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1035191.1161 | 852587.485 | 182603.6311 | 46249916.9401 | 42965150.2522 | 3284766.6879 |
Total P&L (%) | 1035.1911 | 852.5875 | 182.6036 | 46249.9169 | 42965.1503 | 3284.7667 |
Avg Daily Profit (%) | 0.414 | 0.341 | 0.073 | 0.2458 | 0.2429 | 0.141 |
Buy And Hold Return (%) | 793.6082 | 793.6082 | 793.6082 | 793.6082 | 793.6082 | 793.6082 |
Max Trade Drawdown | -55372 | -42844 | -40941 | -15097318 | -8711006 | -7922752 |
Profit Factor | 3.8079 | 6.0075 | 1.9203 | 2.3777 | 3.7464 | 1.1832 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 51.6129 | 51.0638 | 52.1739 | 51.6129 | 51.0638 | 52.1739 |
Ratio Avg Win / Avg Loss | 3.5699 | 5.7571 | 1.7603 | 2.2291 | 3.5903 | 1.0846 |
Largest Winning Trade | 375118 | 375118 | 48874 | 26103953 | 26103953 | 5281703 |
Largest Losing Trade | -23239 | -17233 | -23239 | -6386311 | -4965046 | -6386311 |
Avg Bars in Trades | 78 | 79 | 77 | 78 | 79 | 77 |
Avg Bars in Winners | 103 | 104 | 101 | 103 | 104 | 101 |
Avg Bars in Losers | 52 | 53 | 50 | 52 | 53 | 50 |
Bars Traded | 7305 | 3744 | 3561 | 7305 | 3744 | 3561 |
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 | -53827 | -124666 | -257206 | 482961 | 557959 | -25155 |
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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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