Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3485989.1701 | 3235089.2778 | 250899.8923 | 94651416.0913 | 21950123.9971 | 72701292.0942 |
Total P&L (%) | 3485.9892 | 3235.0893 | 250.8999 | 94651.4161 | 21950.124 | 72701.2921 |
Avg Daily Profit (%) | 1.6739 | 1.5535 | 0.1205 | 0.3297 | 0.2594 | 0.317 |
Buy And Hold Return (%) | 58.1126 | 58.1126 | 58.1126 | 58.1126 | 58.1126 | 58.1126 |
Max Trade Drawdown | -154719 | -90622 | -96599 | -287382201 | -200741946 | -136050895 |
Profit Factor | 7.3738 | 11.8314 | 2.0107 | 1.1596 | 1.0671 | 1.2735 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 35.4167 | 29.1667 | 41.6667 | 35.4167 | 29.1667 | 41.6667 |
Ratio Avg Win / Avg Loss | 13.4463 | 28.7334 | 2.815 | 2.1145 | 2.5914 | 1.783 |
Largest Winning Trade | 2718110 | 2718110 | 81460 | 134549984 | 134549984 | 89604366 |
Largest Losing Trade | -23320 | -21214 | -23320 | -48077613 | -48077613 | -29576720 |
Avg Bars in Trades | 254 | 225 | 284 | 254 | 225 | 284 |
Avg Bars in Winners | 555 | 537 | 568 | 555 | 537 | 568 |
Avg Bars in Losers | 89 | 96 | 80 | 89 | 96 | 80 |
Bars Traded | 24443 | 10806 | 13637 | 24443 | 10806 | 13637 |
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 | 613347 | 395510 | -33437 | -40153 | -148477 | 249072 |
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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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