Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1437757.6658 | 1365854.6594 | 71903.0065 | 38938785.498 | 33869292.245 | 5069493.2531 |
Total P&L (%) | 1437.7577 | 1365.8547 | 71.903 | 38938.7855 | 33869.2922 | 5069.4933 |
Avg Daily Profit (%) | 0.6359 | 0.6041 | 0.0318 | 0.2643 | 0.2581 | 0.1746 |
Buy And Hold Return (%) | 8747.8365 | 8747.8365 | 8747.8365 | 8747.8365 | 8747.8365 | 8747.8365 |
Max Trade Drawdown | -93888 | -82767 | -92472 | -17772682 | -17409395 | -16574436 |
Profit Factor | 3.3464 | 5.9234 | 1.2144 | 1.6293 | 2.1933 | 1.1514 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 47.7612 | 47.7612 | 47.7612 | 47.7612 | 47.7612 | 47.7612 |
Ratio Avg Win / Avg Loss | 3.6601 | 6.4787 | 1.3283 | 1.782 | 2.3989 | 1.2593 |
Largest Winning Trade | 540071 | 540071 | 39024 | 22481149 | 22481149 | 9936747 |
Largest Losing Trade | -39296 | -22772 | -39296 | -9895395 | -8465538 | -9895395 |
Avg Bars in Trades | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Winners | 94 | 95 | 94 | 94 | 95 | 94 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 8900 | 4456 | 4444 | 8900 | 4456 | 4444 |
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 | -148131 | -263642 | -434450 | 336062 | -107457 | -329823 |
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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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