Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1672886.9591 | 1553350.2877 | 119536.6714 | 91188152.6657 | 66304766.8305 | 24883385.8352 |
Total P&L (%) | 1672.887 | 1553.3503 | 119.5367 | 91188.1527 | 66304.7668 | 24883.3858 |
Avg Daily Profit (%) | 0.7383 | 0.6856 | 0.0528 | 0.3013 | 0.2872 | 0.244 |
Buy And Hold Return (%) | 9489.8529 | 9489.8529 | 9489.8529 | 9489.8529 | 9489.8529 | 9489.8529 |
Max Trade Drawdown | -108449 | -94177 | -46260 | -50078550 | -29022150 | -47525421 |
Profit Factor | 3.3128 | 5.3379 | 1.3273 | 1.455 | 1.7149 | 1.2311 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 44.6809 | 44.6809 | 44.6809 | 44.6809 | 44.6809 | 44.6809 |
Ratio Avg Win / Avg Loss | 4.1016 | 6.6088 | 1.6433 | 1.8014 | 2.1232 | 1.5242 |
Largest Winning Trade | 581252 | 581252 | 30488 | 47624442 | 47624442 | 18036352 |
Largest Losing Trade | -25559 | -25559 | -24605 | -33492450 | -13597583 | -33492450 |
Avg Bars in Trades | 71 | 90 | 51 | 71 | 90 | 51 |
Avg Bars in Winners | 93 | 124 | 63 | 93 | 124 | 63 |
Avg Bars in Losers | 52 | 63 | 41 | 52 | 63 | 41 |
Bars Traded | 13360 | 8523 | 4837 | 13360 | 8523 | 4837 |
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 | -147889 | -147919 | -289252 | 358607 | 347495 | 121259 |
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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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