Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2829844.7569 | 2751066.1707 | 78778.5863 | 58096328.8123 | -8691271.5905 | 66787600.4029 |
Total P&L (%) | 2829.8448 | 2751.0662 | 78.7786 | 58096.3288 | -8691.2716 | 66787.6004 |
Avg Daily Profit (%) | 1.4409 | 1.4007 | 0.0401 | 0.3247 | 0 | 0.3318 |
Buy And Hold Return (%) | 10126.4151 | 10126.4151 | 10126.4151 | 10126.4151 | 10126.4151 | 10126.4151 |
Max Trade Drawdown | -211410 | -172853 | -44378 | -321744079 | -291399871 | -60693308 |
Profit Factor | 4.0823 | 5.1543 | 1.3079 | 1.0716 | 0.9863 | 1.3742 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 117 | 48 | 69 | 117 | 48 | 69 |
Losing Trades | 143 | 82 | 61 | 143 | 82 | 61 |
Profitability (%) | 45 | 36.9231 | 53.0769 | 45 | 36.9231 | 53.0769 |
Ratio Avg Win / Avg Loss | 4.9895 | 8.8053 | 1.1562 | 1.3097 | 1.6849 | 1.2149 |
Largest Winning Trade | 1778856 | 1778856 | 40507 | 94468801 | 94468801 | 17682407 |
Largest Losing Trade | -43339 | -43339 | -19342 | -103399730 | -103399730 | -26761970 |
Avg Bars in Trades | 15 | 27 | 2 | 15 | 27 | 2 |
Avg Bars in Winners | 19 | 44 | 2 | 19 | 44 | 2 |
Avg Bars in Losers | 11 | 17 | 2 | 11 | 17 | 2 |
Bars Traded | 3904 | 3552 | 352 | 3904 | 3552 | 352 |
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 | -145240 | -149199 | -304503 | -133841 | -583017 | 356365 |
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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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