Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2177900.2362 | 2055474.76 | 122425.4762 | 8025984.4625 | 13672686.6668 | -5646702.2044 |
Total P&L (%) | 2177.9002 | 2055.4748 | 122.4255 | 8025.9845 | 13672.6867 | -5646.7022 |
Avg Daily Profit (%) | 0.9851 | 0.9298 | 0.0554 | 0.1991 | 0.223 | 0 |
Buy And Hold Return (%) | 723.1127 | 723.1127 | 723.1127 | 723.1127 | 723.1127 | 723.1127 |
Max Trade Drawdown | -133505 | -99265 | -112194 | -46438159 | -27111260 | -35036808 |
Profit Factor | 4.4148 | 8.641 | 1.332 | 1.0572 | 1.2494 | 0.9339 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 48.9051 | 50.7246 | 47.0588 | 48.9051 | 50.7246 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.6125 | 8.3941 | 1.4985 | 1.1046 | 1.2137 | 1.0506 |
Largest Winning Trade | 1826436 | 1826436 | 56630 | 16538883 | 15019522 | 16538883 |
Largest Losing Trade | -46506 | -32257 | -46506 | -13827381 | -13827381 | -9482397 |
Avg Bars in Trades | 63 | 53 | 73 | 63 | 53 | 73 |
Avg Bars in Winners | 95 | 80 | 112 | 95 | 80 | 112 |
Avg Bars in Losers | 32 | 25 | 38 | 32 | 25 | 38 |
Bars Traded | 8667 | 3674 | 4993 | 8667 | 3674 | 4993 |
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 | 631041 | -83030 | -395070 | -149586 | -93577 | -689713 |
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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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