Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2889515.986 | 2751723.3637 | 137792.6223 | 160221800.9573 | 111462669.431 | 48759131.5263 |
Total P&L (%) | 2889.516 | 2751.7234 | 137.7926 | 160221.801 | 111462.6694 | 48759.1315 |
Avg Daily Profit (%) | 1.2683 | 1.2078 | 0.0605 | 0.3244 | 0.3085 | 0.2721 |
Buy And Hold Return (%) | 9362.848 | 9362.848 | 9362.848 | 9362.848 | 9362.848 | 9362.848 |
Max Trade Drawdown | -61102 | -61950 | -40572 | -59457942 | -42975587 | -33177627 |
Profit Factor | 8.4123 | 14.0435 | 1.7704 | 1.9949 | 2.2218 | 1.6985 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 40.4255 | 34.0426 | 46.8085 | 40.4255 | 34.0426 | 46.8085 |
Ratio Avg Win / Avg Loss | 12.397 | 27.2092 | 2.0118 | 2.9399 | 4.3047 | 1.9301 |
Largest Winning Trade | 1836342 | 1836342 | 47375 | 90475101 | 90475101 | 54213708 |
Largest Losing Trade | -29012 | -29012 | -16723 | -21891059 | -20074268 | -21891059 |
Avg Bars in Trades | 92 | 91 | 93 | 92 | 91 | 93 |
Avg Bars in Winners | 170 | 203 | 146 | 170 | 203 | 146 |
Avg Bars in Losers | 40 | 34 | 47 | 40 | 34 | 47 |
Bars Traded | 8725 | 4323 | 4402 | 8725 | 4323 | 4402 |
Profit Streak | 0 | 166.4 | 0 | 0 | 166.4 | 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 | -147149 | -148887 | -275744 | 339085 | 289279 | 342638 |
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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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