Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2891714.0753 | 2648401.0138 | 243313.0614 | 82440794.8779 | 26086881.4584 | 56353913.4195 |
Total P&L (%) | 2891.7141 | 2648.401 | 243.3131 | 82440.7949 | 26086.8815 | 56353.9134 |
Avg Daily Profit (%) | 1.2748 | 1.1676 | 0.1073 | 0.2965 | 0.2458 | 0.2797 |
Buy And Hold Return (%) | 356.9945 | 356.9945 | 356.9945 | 356.9945 | 356.9945 | 356.9945 |
Max Trade Drawdown | -102135 | -70266 | -70337 | -114519898 | -120398355 | -43526357 |
Profit Factor | 6.4643 | 10.969 | 1.9233 | 1.1966 | 1.1133 | 1.298 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 48.6486 | 42.8571 | 54.5455 | 48.6486 | 42.8571 | 54.5455 |
Ratio Avg Win / Avg Loss | 6.8234 | 14.6254 | 1.6027 | 1.2631 | 1.4844 | 1.0816 |
Largest Winning Trade | 2003110 | 2003110 | 62453 | 87341669 | 87341669 | 59305790 |
Largest Losing Trade | -50768 | -25922 | -50768 | -43427048 | -43427048 | -33924061 |
Avg Bars in Trades | 59 | 51 | 67 | 59 | 51 | 67 |
Avg Bars in Winners | 89 | 79 | 97 | 89 | 79 | 97 |
Avg Bars in Losers | 31 | 30 | 31 | 31 | 30 | 31 |
Bars Traded | 6601 | 2892 | 3709 | 6601 | 2892 | 3709 |
Profit Streak | 0 | 0 | 25.1019 | 0 | 0 | 25.1019 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 787531 | -160819 | -390834 | 157489 | -270272 | -170132 |
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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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