Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2240074.5394 | 2118887.4557 | 121187.0837 | 108305101.2605 | 88226164.6688 | 20078936.5918 |
Total P&L (%) | 2240.0745 | 2118.8875 | 121.1871 | 108305.1013 | 88226.1647 | 20078.9366 |
Avg Daily Profit (%) | 0.9902 | 0.9367 | 0.0536 | 0.3094 | 0.3003 | 0.2349 |
Buy And Hold Return (%) | 10128.9591 | 10128.9591 | 10128.9591 | 10128.9591 | 10128.9591 | 10128.9591 |
Max Trade Drawdown | -74710 | -58137 | -50950 | -40704823 | -35169707 | -34648616 |
Profit Factor | 4.9947 | 8.1187 | 1.4606 | 1.5088 | 1.8506 | 1.1839 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 46.6292 | 44.9438 | 48.3146 | 46.6292 | 44.9438 | 48.3146 |
Ratio Avg Win / Avg Loss | 5.7168 | 9.9454 | 1.5625 | 1.7269 | 2.267 | 1.2665 |
Largest Winning Trade | 1192141 | 1192141 | 49628 | 71322536 | 71322536 | 29232748 |
Largest Losing Trade | -28287 | -24868 | -28287 | -23223091 | -12567520 | -23223091 |
Avg Bars in Trades | 74 | 87 | 62 | 74 | 87 | 62 |
Avg Bars in Winners | 106 | 133 | 81 | 106 | 133 | 81 |
Avg Bars in Losers | 47 | 49 | 45 | 47 | 49 | 45 |
Bars Traded | 13336 | 7768 | 5568 | 13336 | 7768 | 5568 |
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 | -145034 | -146247 | -285951 | 398338 | 364481 | -17828 |
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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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