Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2688979.5413 | 2531289.6002 | 157689.9412 | 237135513.8823 | 200319193.6954 | 36816320.1868 |
Total P&L (%) | 2688.9795 | 2531.2896 | 157.6899 | 237135.5139 | 200319.1937 | 36816.3202 |
Avg Daily Profit (%) | 1.1854 | 1.1158 | 0.0695 | 0.3432 | 0.3357 | 0.2609 |
Buy And Hold Return (%) | 10104.6537 | 10104.6537 | 10104.6537 | 10104.6537 | 10104.6537 | 10104.6537 |
Max Trade Drawdown | -59296 | -51426 | -26116 | -64133767 | -43773636 | -65100738 |
Profit Factor | 8.0885 | 12.6258 | 1.9757 | 1.847 | 2.4662 | 1.2568 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 42.3077 | 35.3846 | 49.2308 | 42.3077 | 35.3846 | 49.2308 |
Ratio Avg Win / Avg Loss | 11.0298 | 23.0559 | 2.0375 | 2.5186 | 4.5036 | 1.2961 |
Largest Winning Trade | 1667244 | 1667244 | 49542 | 160105906 | 160105906 | 85537118 |
Largest Losing Trade | -20899 | -12411 | -20899 | -32949504 | -24464218 | -32949504 |
Avg Bars in Trades | 67 | 64 | 71 | 67 | 64 | 71 |
Avg Bars in Winners | 107 | 119 | 98 | 107 | 119 | 98 |
Avg Bars in Losers | 38 | 33 | 45 | 38 | 33 | 45 |
Bars Traded | 8820 | 4162 | 4658 | 8820 | 4162 | 4658 |
Profit Streak | 29.7745 | 98.7745 | 29.7745 | 29.7745 | 98.7745 | 29.7745 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145392 | -280492 | -393586 | 400441 | -122785 | -125600 |
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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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