Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2924016.144 | 2756576.6452 | 167439.4988 | 313811294.5586 | 227793027.2705 | 86018267.2881 |
Total P&L (%) | 2924.0161 | 2756.5766 | 167.4395 | 313811.2946 | 227793.0273 | 86018.2673 |
Avg Daily Profit (%) | 1.2919 | 1.2179 | 0.074 | 0.3564 | 0.3422 | 0.299 |
Buy And Hold Return (%) | 11041.4653 | 11041.4653 | 11041.4653 | 11041.4653 | 11041.4653 | 11041.4653 |
Max Trade Drawdown | -69039 | -56540 | -33879 | -78136487 | -86698405 | -47540619 |
Profit Factor | 9.6094 | 16.0145 | 2.0731 | 2.0861 | 2.2776 | 1.7774 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 40.1961 | 35.2941 | 45.098 | 40.1961 | 35.2941 | 45.098 |
Ratio Avg Win / Avg Loss | 14.2968 | 29.36 | 2.5237 | 3.1036 | 4.1757 | 2.1638 |
Largest Winning Trade | 1812272 | 1812272 | 46761 | 185299563 | 185299563 | 92053434 |
Largest Losing Trade | -28110 | -28110 | -19520 | -52155168 | -52155168 | -32827858 |
Avg Bars in Trades | 64 | 63 | 64 | 64 | 63 | 64 |
Avg Bars in Winners | 121 | 136 | 110 | 121 | 136 | 110 |
Avg Bars in Losers | 25 | 24 | 27 | 25 | 24 | 27 |
Bars Traded | 6542 | 3248 | 3294 | 6542 | 3248 | 3294 |
Profit Streak | 0 | 151.518 | 0 | 0 | 151.518 | 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 | -147197 | -328531 | -437965 | 352780 | -171222 | -169706 |
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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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