Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1661699.9428 | 1589223.5759 | 72476.3669 | 43568452.7342 | 34019044.3383 | 9549408.3959 |
Total P&L (%) | 1661.6999 | 1589.2236 | 72.4764 | 43568.4527 | 34019.0443 | 9549.4084 |
Avg Daily Profit (%) | 0.7348 | 0.7028 | 0.0321 | 0.2692 | 0.2583 | 0.2023 |
Buy And Hold Return (%) | 9572.0458 | 9572.0458 | 9572.0458 | 9572.0458 | 9572.0458 | 9572.0458 |
Max Trade Drawdown | -154401 | -109995 | -88817 | -17700842 | -13649969 | -10691220 |
Profit Factor | 3.5161 | 6.3797 | 1.1986 | 1.6049 | 1.9904 | 1.2535 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 46.6102 | 49.1525 | 44.0678 | 46.6102 | 49.1525 | 44.0678 |
Ratio Avg Win / Avg Loss | 4.0276 | 6.5997 | 1.5212 | 1.8384 | 2.0591 | 1.5909 |
Largest Winning Trade | 661113 | 661113 | 51017 | 23798109 | 23798109 | 13598944 |
Largest Losing Trade | -34687 | -34687 | -32834 | -6805566 | -6805566 | -6151069 |
Avg Bars in Trades | 113 | 117 | 108 | 113 | 117 | 108 |
Avg Bars in Winners | 174 | 175 | 174 | 174 | 175 | 174 |
Avg Bars in Losers | 59 | 61 | 56 | 59 | 61 | 56 |
Bars Traded | 13345 | 6951 | 6394 | 13345 | 6951 | 6394 |
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 | -147467 | -321924 | -495838 | 321480 | -167311 | -335797 |
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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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