Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1720636.0358 | 1559597.9214 | 161038.1144 | 377482190.9247 | 290789906.3211 | 86692284.6036 |
Total P&L (%) | 1720.636 | 1559.5979 | 161.0381 | 377482.1909 | 290789.9063 | 86692.2846 |
Avg Daily Profit (%) | 0.762 | 0.6907 | 0.0713 | 0.3654 | 0.3538 | 0.3001 |
Buy And Hold Return (%) | 10883.105 | 10883.105 | 10883.105 | 10883.105 | 10883.105 | 10883.105 |
Max Trade Drawdown | -64479 | -55521 | -92263 | -118680471 | -25230386 | -98700061 |
Profit Factor | 4.7823 | 9.6401 | 1.5869 | 2.5801 | 4.0387 | 1.6054 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Losing Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Profitability (%) | 40.5229 | 42.8571 | 38.1579 | 40.5229 | 42.8571 | 38.1579 |
Ratio Avg Win / Avg Loss | 7.0192 | 12.8535 | 2.5718 | 3.787 | 5.3849 | 2.6019 |
Largest Winning Trade | 501800 | 501800 | 60473 | 170801423 | 170801423 | 123219261 |
Largest Losing Trade | -30173 | -17518 | -30173 | -36503154 | -17588474 | -36503154 |
Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Winners | 86 | 90 | 82 | 86 | 90 | 82 |
Avg Bars in Losers | 11 | 9 | 14 | 11 | 9 | 14 |
Bars Traded | 6463 | 3412 | 3051 | 6463 | 3412 | 3051 |
Profit Streak | 0 | 0 | 17.6418 | 0 | 0 | 17.6418 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148184 | -189753 | -314040 | 413555 | -28293 | -41564 |
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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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