Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2880395.2997 | 2792395.7051 | 87999.5946 | 59666950.4429 | 59241243.7835 | 425706.6593 |
Total P&L (%) | 2880.3953 | 2792.3957 | 87.9996 | 59666.9504 | 59241.2438 | 425.7067 |
Avg Daily Profit (%) | 1.2683 | 1.2296 | 0.0387 | 0.2819 | 0.2816 | 0.0731 |
Buy And Hold Return (%) | 9328.3788 | 9328.3788 | 9328.3788 | 9328.3788 | 9328.3788 | 9328.3788 |
Max Trade Drawdown | -74617 | -80466 | -28793 | -30051738 | -16366723 | -19315702 |
Profit Factor | 9.0566 | 14.5959 | 1.5784 | 1.6466 | 2.2822 | 1.0092 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 47.0588 | 47.0588 | 47.0588 | 47.0588 | 47.0588 | 47.0588 |
Ratio Avg Win / Avg Loss | 10.1887 | 16.4204 | 1.7757 | 1.8524 | 2.5675 | 1.1354 |
Largest Winning Trade | 2051044 | 2051044 | 46076 | 50922048 | 50922048 | 20817707 |
Largest Losing Trade | -26098 | -26098 | -18104 | -16269862 | -16269862 | -13781876 |
Avg Bars in Trades | 127 | 161 | 93 | 127 | 161 | 93 |
Avg Bars in Winners | 187 | 227 | 147 | 187 | 227 | 147 |
Avg Bars in Losers | 74 | 103 | 45 | 74 | 103 | 45 |
Bars Traded | 8660 | 5489 | 3171 | 8660 | 5489 | 3171 |
Profit Streak | 0 | 231.9103 | 0 | 0 | 231.9103 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -258598 | -143516 | -305183 | -103467 | 462291 | -472639 |
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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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