Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2262452.2319 | 2170519.0902 | 91933.1417 | 60418766.3355 | 50044503.8015 | 10374262.534 |
Total P&L (%) | 2262.4522 | 2170.5191 | 91.9331 | 60418.7663 | 50044.5038 | 10374.2625 |
Avg Daily Profit (%) | 0.9997 | 0.9591 | 0.0406 | 0.2834 | 0.2751 | 0.2057 |
Buy And Hold Return (%) | 9964.5809 | 9964.5809 | 9964.5809 | 9964.5809 | 9964.5809 | 9964.5809 |
Max Trade Drawdown | -71866 | -73338 | -87040 | -18368639 | -15641003 | -17167881 |
Profit Factor | 5.7938 | 11.4148 | 1.3488 | 2.068 | 2.97 | 1.3329 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 48.913 | 45.6522 | 52.1739 | 48.913 | 45.6522 | 52.1739 |
Ratio Avg Win / Avg Loss | 6.0513 | 13.5891 | 1.2364 | 2.1599 | 3.5357 | 1.2218 |
Largest Winning Trade | 1328172 | 1328172 | 48698 | 35177530 | 35177530 | 18696978 |
Largest Losing Trade | -55686 | -21103 | -55686 | -15155769 | -8133488 | -15155769 |
Avg Bars in Trades | 142 | 134 | 150 | 142 | 134 | 150 |
Avg Bars in Winners | 218 | 213 | 222 | 218 | 213 | 222 |
Avg Bars in Losers | 69 | 67 | 71 | 69 | 67 | 71 |
Bars Traded | 13085 | 6166 | 6920 | 13085 | 6166 | 6920 |
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 | -144238 | -145562 | -303685 | 427703 | 410974 | -144259 |
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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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