Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2737113.4466 | 2606636.3227 | 130477.1239 | 127326976.3213 | 88580932.6155 | 38746043.7058 |
Total P&L (%) | 2737.1134 | 2606.6363 | 130.4771 | 127326.9763 | 88580.9326 | 38746.0437 |
Avg Daily Profit (%) | 1.2052 | 1.1478 | 0.0575 | 0.3153 | 0.2993 | 0.2629 |
Buy And Hold Return (%) | 8033.2789 | 8033.2789 | 8033.2789 | 8033.2789 | 8033.2789 | 8033.2789 |
Max Trade Drawdown | -110817 | -94940 | -73429 | -45158554 | -45639736 | -32406142 |
Profit Factor | 6.1371 | 10.4582 | 1.5073 | 1.5209 | 1.6475 | 1.36 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Losing Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Profitability (%) | 52.1951 | 53.9216 | 50.4854 | 52.1951 | 53.9216 | 50.4854 |
Ratio Avg Win / Avg Loss | 5.6209 | 8.937 | 1.4783 | 1.393 | 1.4079 | 1.3339 |
Largest Winning Trade | 1698031 | 1698031 | 46439 | 82249760 | 82249760 | 42819908 |
Largest Losing Trade | -39205 | -22169 | -39205 | -17493057 | -11756292 | -17493057 |
Avg Bars in Trades | 65 | 61 | 68 | 65 | 61 | 68 |
Avg Bars in Winners | 85 | 77 | 94 | 85 | 77 | 94 |
Avg Bars in Losers | 42 | 42 | 41 | 42 | 42 | 41 |
Bars Traded | 13347 | 6291 | 7056 | 13347 | 6291 | 7056 |
Profit Streak | 0 | 23.7511 | 0 | 0 | 23.7511 | 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 | -142374 | -142523 | -280845 | 425346 | 437547 | 263464 |
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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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