Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2319839.2087 | 2134388.5027 | 185450.7061 | 42655823.3972 | 16012072.7149 | 26643750.6822 |
Total P&L (%) | 2319.8392 | 2134.3885 | 185.4507 | 42655.8234 | 16012.0727 | 26643.7507 |
Avg Daily Profit (%) | 1.2424 | 1.1431 | 0.0993 | 0.325 | 0.2725 | 0.2998 |
Buy And Hold Return (%) | 465.5237 | 465.5237 | 465.5237 | 465.5237 | 465.5237 | 465.5237 |
Max Trade Drawdown | -102941 | -69724 | -92809 | -43957355 | -21308332 | -22649023 |
Profit Factor | 5.0378 | 7.6701 | 1.7286 | 1.3656 | 1.2519 | 1.5017 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 29.3233 | 20.8955 | 37.8788 | 29.3233 | 20.8955 | 37.8788 |
Ratio Avg Win / Avg Loss | 12.1425 | 29.0369 | 2.8349 | 3.2915 | 4.7395 | 2.4628 |
Largest Winning Trade | 1330278 | 1330278 | 67443 | 33315165 | 33315165 | 31356966 |
Largest Losing Trade | -30326 | -26255 | -30326 | -17686925 | -17686925 | -9887693 |
Avg Bars in Trades | 54 | 51 | 57 | 54 | 51 | 57 |
Avg Bars in Winners | 133 | 148 | 125 | 133 | 148 | 125 |
Avg Bars in Losers | 21 | 26 | 16 | 21 | 26 | 16 |
Bars Traded | 7252 | 3458 | 3794 | 7252 | 3458 | 3794 |
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 | 346198 | -144573 | -352055 | 10584 | -155304 | -117854 |
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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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