Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2888008.7482 | 2821801.1107 | 66207.6375 | 40596751.0822 | 32615809.7999 | 7980941.2823 |
Total P&L (%) | 2888.0087 | 2821.8011 | 66.2076 | 40596.7511 | 32615.8098 | 7980.9413 |
Avg Daily Profit (%) | 1.2725 | 1.2434 | 0.0292 | 0.2651 | 0.2555 | 0.1937 |
Buy And Hold Return (%) | 10823.5215 | 10823.5215 | 10823.5215 | 10823.5215 | 10823.5215 | 10823.5215 |
Max Trade Drawdown | -105782 | -102335 | -36292 | -18387651 | -19183789 | -5700424 |
Profit Factor | 6.5513 | 8.9956 | 1.3957 | 1.5111 | 1.5802 | 1.3437 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 52.1739 | 50 | 54.321 | 52.1739 | 50 | 54.321 |
Ratio Avg Win / Avg Loss | 6.0053 | 8.9956 | 1.1736 | 1.3851 | 1.5802 | 1.1299 |
Largest Winning Trade | 1996251 | 1996251 | 24078 | 27008381 | 27008381 | 6260080 |
Largest Losing Trade | -31030 | -31030 | -21534 | -11187544 | -11187544 | -3573730 |
Avg Bars in Trades | 77 | 128 | 27 | 77 | 128 | 27 |
Avg Bars in Winners | 97 | 167 | 34 | 97 | 167 | 34 |
Avg Bars in Losers | 55 | 89 | 19 | 55 | 89 | 19 |
Bars Traded | 12509 | 10292 | 2217 | 12509 | 10292 | 2217 |
Profit Streak | 0 | 170.9924 | 0 | 0 | 170.9924 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142548 | -161717 | -330138 | 311383 | -9699 | -168563 |
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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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