Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2502466.0887 | 2275183.8824 | 227282.2062 | 72918948.6177 | 45977805.1579 | 26941143.4598 |
Total P&L (%) | 2502.4661 | 2275.1839 | 227.2822 | 72918.9486 | 45977.8052 | 26941.1435 |
Avg Daily Profit (%) | 1.1275 | 1.0251 | 0.1024 | 0.2975 | 0.2767 | 0.2526 |
Buy And Hold Return (%) | 699.1384 | 699.1384 | 699.1384 | 699.1384 | 699.1384 | 699.1384 |
Max Trade Drawdown | -139650 | -64416 | -101955 | -172083695 | -67273745 | -139928506 |
Profit Factor | 8.5846 | 16.3323 | 2.2519 | 1.2541 | 1.3955 | 1.1578 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.0317 | 46.875 | 45.1613 | 46.0317 | 46.875 | 45.1613 |
Ratio Avg Win / Avg Loss | 10.0648 | 18.51 | 2.7345 | 1.4703 | 1.5816 | 1.4059 |
Largest Winning Trade | 1951977 | 1951977 | 50945 | 63200476 | 53436080 | 63200476 |
Largest Losing Trade | -34829 | -31710 | -34829 | -67249302 | -45327922 | -67249302 |
Avg Bars in Trades | 137 | 122 | 153 | 137 | 122 | 153 |
Avg Bars in Winners | 251 | 204 | 301 | 251 | 204 | 301 |
Avg Bars in Losers | 41 | 50 | 31 | 41 | 50 | 31 |
Bars Traded | 8681 | 3919 | 4762 | 8681 | 3919 | 4762 |
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 | -133160 | 639248 | -219683 | -143868 | 332072 | -40426 |
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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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