Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2069693.1665 | 1875538.3985 | 194154.768 | 46360076.9947 | 15456837.0455 | 30903239.9492 |
Total P&L (%) | 2069.6932 | 1875.5384 | 194.1548 | 46360.077 | 15456.837 | 30903.2399 |
Avg Daily Profit (%) | 0.9128 | 0.8272 | 0.0856 | 0.2712 | 0.2228 | 0.2533 |
Buy And Hold Return (%) | 373.8411 | 373.8411 | 373.8411 | 373.8411 | 373.8411 | 373.8411 |
Max Trade Drawdown | -76791 | -42506 | -65804 | -18822878 | -14175656 | -17662046 |
Profit Factor | 5.8537 | 10.4226 | 1.8539 | 1.7716 | 1.5804 | 1.9238 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 49.6183 | 48.4848 | 50.7692 | 49.6183 | 48.4848 | 50.7692 |
Ratio Avg Win / Avg Loss | 5.9437 | 11.074 | 1.7977 | 1.7989 | 1.6792 | 1.8655 |
Largest Winning Trade | 1347288 | 1347288 | 62778 | 18489618 | 7738322 | 18489618 |
Largest Losing Trade | -28990 | -23291 | -28990 | -12386327 | -6808966 | -12386327 |
Avg Bars in Trades | 48 | 44 | 52 | 48 | 44 | 52 |
Avg Bars in Winners | 70 | 63 | 77 | 70 | 63 | 77 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 6356 | 2948 | 3408 | 6356 | 2948 | 3408 |
Profit Streak | 0 | 0 | 51.4 | 0 | 0 | 51.4 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 752681 | -104373 | -371907 | 439370 | -113627 | -118869 |
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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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