Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1506979.687 | 1402540.9257 | 104438.7612 | 74500799.3787 | 68499736.7861 | 6001062.5926 |
Total P&L (%) | 1506.9797 | 1402.5409 | 104.4388 | 74500.7994 | 68499.7368 | 6001.0626 |
Avg Daily Profit (%) | 0.6645 | 0.6185 | 0.0461 | 0.2921 | 0.2884 | 0.1814 |
Buy And Hold Return (%) | 9174.544 | 9174.544 | 9174.544 | 9174.544 | 9174.544 | 9174.544 |
Max Trade Drawdown | -87589 | -86145 | -83998 | -67246918 | -35628065 | -46674730 |
Profit Factor | 3.5158 | 6.0492 | 1.3251 | 1.4663 | 1.846 | 1.0762 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Profitability (%) | 40.9639 | 40.9639 | 40.9639 | 40.9639 | 40.9639 | 40.9639 |
Ratio Avg Win / Avg Loss | 5.0669 | 8.718 | 1.9097 | 2.1132 | 2.6604 | 1.5509 |
Largest Winning Trade | 574154 | 574154 | 43880 | 58229553 | 58229553 | 27688175 |
Largest Losing Trade | -37607 | -15959 | -37607 | -29970239 | -12787968 | -29970239 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 147 | 138 | 157 | 147 | 138 | 157 |
Avg Bars in Losers | 33 | 29 | 37 | 33 | 29 | 37 |
Bars Traded | 13338 | 6167 | 7171 | 13338 | 6167 | 7171 |
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 | -149707 | -149481 | -299678 | 302105 | 304207 | -297383 |
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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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