Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2310400.9774 | 2066668.4451 | 243732.5323 | 99600302.8031 | 21494068.5995 | 78106234.2036 |
Total P&L (%) | 2310.401 | 2066.6684 | 243.7325 | 99600.3028 | 21494.0686 | 78106.2342 |
Avg Daily Profit (%) | 1.0176 | 0.9102 | 0.1073 | 0.3046 | 0.237 | 0.2938 |
Buy And Hold Return (%) | 366.7349 | 366.7349 | 366.7349 | 366.7349 | 366.7349 | 366.7349 |
Max Trade Drawdown | -129154 | -68385 | -82753 | -70831299 | -44158884 | -36040748 |
Profit Factor | 5.3891 | 7.9486 | 2.0645 | 1.4453 | 1.1548 | 1.9205 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 59.5745 | 51.0638 | 68.0851 | 59.5745 | 51.0638 | 68.0851 |
Ratio Avg Win / Avg Loss | 3.6569 | 7.6174 | 0.9677 | 0.9807 | 1.1067 | 0.9002 |
Largest Winning Trade | 1462696 | 1462696 | 62565 | 30399536 | 27411297 | 30399536 |
Largest Losing Trade | -57736 | -34857 | -57736 | -24614247 | -24614247 | -23092754 |
Avg Bars in Trades | 93 | 102 | 85 | 93 | 102 | 85 |
Avg Bars in Winners | 113 | 140 | 93 | 113 | 140 | 93 |
Avg Bars in Losers | 64 | 62 | 68 | 64 | 62 | 68 |
Bars Traded | 8811 | 4809 | 4002 | 8811 | 4809 | 4002 |
Profit Streak | 53.2886 | 53.2886 | 83.5386 | 53.2886 | 53.2886 | 83.5386 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 859251 | 779836 | -210919 | 400909 | -41069 | 471458 |
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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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