Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 16738992.6161 | 16688845.1189 | 50147.4972 | 16543531.3226 | 8440635.5363 | 8102895.7863 |
Total P&L (%) | 16738.9926 | 16688.8451 | 50.1475 | 16543.5313 | 8440.6355 | 8102.8958 |
Avg Daily Profit (%) | 7.3976 | 7.3755 | 0.0222 | 0.2263 | 0.1967 | 0.195 |
Buy And Hold Return (%) | 8129.1134 | 8129.1134 | 8129.1134 | 8129.1134 | 8129.1134 | 8129.1134 |
Max Trade Drawdown | -142508 | -142276 | -19108 | -15905820 | -16931577 | -1873903 |
Profit Factor | 23.9981 | 28.7173 | 1.3988 | 1.2736 | 1.1605 | 2.0258 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 106 | 45 | 61 | 106 | 45 | 61 |
Losing Trades | 130 | 73 | 57 | 130 | 73 | 57 |
Profitability (%) | 44.9153 | 38.1356 | 51.6949 | 44.9153 | 38.1356 | 51.6949 |
Ratio Avg Win / Avg Loss | 29.4316 | 46.5858 | 1.3071 | 1.5619 | 1.8827 | 1.893 |
Largest Winning Trade | 16484572 | 16484572 | 21301 | 14678582 | 14678582 | 3076737 |
Largest Losing Trade | -35740 | -35740 | -13874 | -5742096 | -5742096 | -986770 |
Avg Bars in Trades | 37 | 72 | 2 | 37 | 72 | 2 |
Avg Bars in Winners | 49 | 113 | 2 | 49 | 113 | 2 |
Avg Bars in Losers | 27 | 46 | 2 | 27 | 46 | 2 |
Bars Traded | 8873 | 8542 | 331 | 8873 | 8542 | 331 |
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 | 620459 | 470941 | -328089 | 68345 | -193521 | -153676 |
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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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