Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2892357.4903 | 2680905.9211 | 211451.5692 | 68200821.47 | 11691309.6964 | 56509511.7736 |
Total P&L (%) | 2892.3575 | 2680.9059 | 211.4516 | 68200.8215 | 11691.3097 | 56509.5118 |
Avg Daily Profit (%) | 1.3086 | 1.2129 | 0.0957 | 0.2957 | 0.216 | 0.2872 |
Buy And Hold Return (%) | 709.5143 | 709.5143 | 709.5143 | 709.5143 | 709.5143 | 709.5143 |
Max Trade Drawdown | -96390 | -77070 | -61690 | -125117493 | -110197044 | -55255156 |
Profit Factor | 4.6856 | 7.303 | 1.5883 | 1.1536 | 1.049 | 1.2751 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 138 | 71 | 67 | 138 | 71 | 67 |
Profitability (%) | 32.6829 | 31.068 | 34.3137 | 32.6829 | 31.068 | 34.3137 |
Ratio Avg Win / Avg Loss | 9.6509 | 16.2034 | 3.0405 | 2.3761 | 2.3275 | 2.4409 |
Largest Winning Trade | 2299641 | 2299641 | 49165 | 55758146 | 55758146 | 28763630 |
Largest Losing Trade | -18630 | -18630 | -17703 | -19175112 | -16766452 | -19175112 |
Avg Bars in Trades | 63 | 69 | 57 | 63 | 69 | 57 |
Avg Bars in Winners | 125 | 142 | 110 | 125 | 142 | 110 |
Avg Bars in Losers | 33 | 36 | 29 | 33 | 36 | 29 |
Bars Traded | 13004 | 7167 | 5837 | 13004 | 7167 | 5837 |
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 | 480829 | 431687 | -234456 | -47251 | -164982 | 123958 |
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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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