Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3214707.6456 | 3076884.861 | 137822.7846 | 170049377.1399 | 142028451.3278 | 28020925.8121 |
Total P&L (%) | 3214.7076 | 3076.8849 | 137.8228 | 170049.3771 | 142028.4513 | 28020.9258 |
Avg Daily Profit (%) | 1.4158 | 1.3551 | 0.0607 | 0.3282 | 0.3202 | 0.2487 |
Buy And Hold Return (%) | 9719.56 | 9719.56 | 9719.56 | 9719.56 | 9719.56 | 9719.56 |
Max Trade Drawdown | -81531 | -83185 | -43021 | -57456386 | -60764121 | -56658689 |
Profit Factor | 7.3437 | 12.3308 | 1.586 | 1.5894 | 1.8621 | 1.2264 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 48.1013 | 43.038 | 53.1646 | 48.1013 | 43.038 | 53.1646 |
Ratio Avg Win / Avg Loss | 7.9235 | 16.3202 | 1.3972 | 1.7149 | 2.4646 | 1.0804 |
Largest Winning Trade | 2161671 | 2161671 | 47111 | 144484309 | 144484309 | 52638541 |
Largest Losing Trade | -33050 | -26606 | -33050 | -37089061 | -37089061 | -25702705 |
Avg Bars in Trades | 82 | 77 | 87 | 82 | 77 | 87 |
Avg Bars in Winners | 110 | 121 | 101 | 110 | 121 | 101 |
Avg Bars in Losers | 57 | 45 | 72 | 57 | 45 | 72 |
Bars Traded | 13091 | 6157 | 6934 | 13091 | 6157 | 6934 |
Profit Streak | 0 | 107.8966 | 0 | 0 | 107.8966 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143459 | -172309 | -302371 | 438704 | -16108 | -21675 |
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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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