Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2954162.9733 | 2712469.2091 | 241693.7642 | 152072450.6817 | 68623965.8599 | 83448484.8218 |
Total P&L (%) | 2954.163 | 2712.4692 | 241.6938 | 152072.4507 | 68623.9659 | 83448.4848 |
Avg Daily Profit (%) | 1.3319 | 1.2229 | 0.109 | 0.3309 | 0.295 | 0.3038 |
Buy And Hold Return (%) | 799.1477 | 799.1477 | 799.1477 | 799.1477 | 799.1477 | 799.1477 |
Max Trade Drawdown | -143322 | -61337 | -115215 | -163825544 | -52821708 | -138871885 |
Profit Factor | 6.09 | 10.2318 | 1.8434 | 1.377 | 1.3204 | 1.4411 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 44.4444 | 48 | 40.8163 | 44.4444 | 48 | 40.8163 |
Ratio Avg Win / Avg Loss | 7.6126 | 11.0845 | 2.673 | 1.7213 | 1.4305 | 2.0896 |
Largest Winning Trade | 2242595 | 2242595 | 53876 | 45554812 | 42997663 | 45554812 |
Largest Losing Trade | -33541 | -33541 | -26489 | -37191036 | -25717075 | -37191036 |
Avg Bars in Trades | 87 | 90 | 84 | 87 | 90 | 84 |
Avg Bars in Winners | 138 | 135 | 142 | 138 | 135 | 142 |
Avg Bars in Losers | 47 | 49 | 44 | 47 | 49 | 44 |
Bars Traded | 8680 | 4535 | 4145 | 8680 | 4535 | 4145 |
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 | 639621 | -161532 | -213269 | 321317 | -171775 | 270251 |
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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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