Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1621847.2247 | 1521799.6206 | 100047.6041 | 60561096.8687 | 43884438.0222 | 16676658.8464 |
Total P&L (%) | 1621.8472 | 1521.7996 | 100.0476 | 60561.0969 | 43884.438 | 16676.6588 |
Avg Daily Profit (%) | 0.7187 | 0.6744 | 0.0443 | 0.2844 | 0.2701 | 0.2273 |
Buy And Hold Return (%) | 7469.7561 | 7469.7561 | 7469.7561 | 7469.7561 | 7469.7561 | 7469.7561 |
Max Trade Drawdown | -61435 | -54124 | -83502 | -11598735 | -10179445 | -8320865 |
Profit Factor | 3.2197 | 4.9562 | 1.2892 | 1.8067 | 2.1139 | 1.4675 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Profitability (%) | 48.3607 | 49.1803 | 47.541 | 48.3607 | 49.1803 | 47.541 |
Ratio Avg Win / Avg Loss | 3.438 | 5.1214 | 1.4225 | 1.9292 | 2.1844 | 1.6193 |
Largest Winning Trade | 579397 | 579397 | 41383 | 28702963 | 28702963 | 11383633 |
Largest Losing Trade | -45922 | -27300 | -45922 | -8130893 | -5365797 | -8130893 |
Avg Bars in Trades | 54 | 55 | 53 | 54 | 55 | 53 |
Avg Bars in Winners | 78 | 81 | 76 | 78 | 81 | 76 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 13353 | 6829 | 6524 | 13353 | 6829 | 6524 |
Profit Streak | 0 | 6.649 | 0 | 0 | 6.649 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146513 | -145783 | -300635 | 461711 | 433661 | 142709 |
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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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