Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1721667.2279 | 1568593.2485 | 153073.9794 | 323009140.8191 | 236268011.5744 | 86741129.2447 |
Total P&L (%) | 1721.6672 | 1568.5932 | 153.074 | 323009.1408 | 236268.0116 | 86741.1292 |
Avg Daily Profit (%) | 0.7612 | 0.6936 | 0.0677 | 0.3579 | 0.3441 | 0.2996 |
Buy And Hold Return (%) | 10729.4301 | 10729.4301 | 10729.4301 | 10729.4301 | 10729.4301 | 10729.4301 |
Max Trade Drawdown | -81867 | -65558 | -91245 | -174176871 | -45637538 | -130370213 |
Profit Factor | 4.3424 | 8.1781 | 1.5161 | 2.0486 | 2.7294 | 1.5061 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 36.5269 | 33.7349 | 39.2857 | 36.5269 | 33.7349 | 39.2857 |
Ratio Avg Win / Avg Loss | 7.5458 | 16.0641 | 2.3431 | 3.5599 | 5.3612 | 2.3275 |
Largest Winning Trade | 491399 | 491399 | 60466 | 133076244 | 133076244 | 76848591 |
Largest Losing Trade | -30173 | -29638 | -30173 | -31932803 | -19905877 | -31932803 |
Avg Bars in Trades | 39 | 41 | 36 | 39 | 41 | 36 |
Avg Bars in Winners | 86 | 104 | 71 | 86 | 104 | 71 |
Avg Bars in Losers | 11 | 9 | 14 | 11 | 9 | 14 |
Bars Traded | 6533 | 3426 | 3106 | 6533 | 3426 | 3106 |
Profit Streak | 0 | 3.9551 | 0 | 0 | 3.9551 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149995 | -151912 | -270321 | 321007 | 272083 | 246510 |
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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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