Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2404003.9224 | 2223772.9358 | 180230.9866 | 39376523.1134 | 23785259.003 | 15591264.1104 |
Total P&L (%) | 2404.0039 | 2223.7729 | 180.231 | 39376.5231 | 23785.259 | 15591.2641 |
Avg Daily Profit (%) | 1.0876 | 1.0061 | 0.0815 | 0.2708 | 0.248 | 0.229 |
Buy And Hold Return (%) | 857.8427 | 857.8427 | 857.8427 | 857.8427 | 857.8427 | 857.8427 |
Max Trade Drawdown | -92969 | -66876 | -91503 | -40959051 | -21225532 | -36121438 |
Profit Factor | 5.1006 | 9.9643 | 1.5329 | 1.2804 | 1.361 | 1.2091 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 51.9608 | 52.9412 | 50.9804 | 51.9608 | 52.9412 | 50.9804 |
Ratio Avg Win / Avg Loss | 4.7157 | 8.8572 | 1.474 | 1.1838 | 1.2098 | 1.1626 |
Largest Winning Trade | 1860767 | 1860767 | 53442 | 18335053 | 18335053 | 11449346 |
Largest Losing Trade | -41324 | -31152 | -41324 | -11649438 | -11649438 | -9452774 |
Avg Bars in Trades | 126 | 121 | 132 | 126 | 121 | 132 |
Avg Bars in Winners | 179 | 174 | 185 | 179 | 174 | 185 |
Avg Bars in Losers | 69 | 62 | 77 | 69 | 62 | 77 |
Bars Traded | 12952 | 6200 | 6752 | 12952 | 6200 | 6752 |
Profit Streak | 0 | 122.7295 | 0 | 0 | 122.7295 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 666836 | -160315 | -428285 | 328786 | -169810 | -172114 |
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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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