Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2545567.7317 | 2462220.3124 | 83347.4193 | 64350205.6309 | 56149745.4476 | 8200460.1833 |
Total P&L (%) | 2545.5677 | 2462.2203 | 83.3474 | 64350.2056 | 56149.7454 | 8200.4602 |
Avg Daily Profit (%) | 1.2223 | 1.1822 | 0.04 | 0.3111 | 0.3045 | 0.2124 |
Buy And Hold Return (%) | 10219.3888 | 10219.3888 | 10219.3888 | 10219.3888 | 10219.3888 | 10219.3888 |
Max Trade Drawdown | -54039 | -65066 | -49271 | -19147582 | -19255641 | -18596523 |
Profit Factor | 7.6889 | 14.9976 | 1.4072 | 1.7185 | 2.1145 | 1.2093 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 49.5935 | 44.2623 | 54.8387 | 49.5935 | 44.2623 | 54.8387 |
Ratio Avg Win / Avg Loss | 7.815 | 18.8859 | 1.1589 | 1.7467 | 2.6627 | 0.9959 |
Largest Winning Trade | 1747996 | 1747996 | 48690 | 50460386 | 50460386 | 23677833 |
Largest Losing Trade | -22574 | -20326 | -22574 | -11926891 | -11926891 | -7268254 |
Avg Bars in Trades | 197 | 185 | 209 | 197 | 185 | 209 |
Avg Bars in Winners | 288 | 313 | 268 | 288 | 313 | 268 |
Avg Bars in Losers | 107 | 83 | 137 | 107 | 83 | 137 |
Bars Traded | 24253 | 11292 | 12961 | 24253 | 11292 | 12961 |
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 | -143548 | -307663 | -458037 | 429967 | -151963 | -313324 |
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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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