Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1678750.6649 | 1542227.6764 | 136522.9885 | 237437502.6705 | 185586838.605 | 51850664.0655 |
Total P&L (%) | 1678.7507 | 1542.2277 | 136.523 | 237437.5027 | 185586.8386 | 51850.6641 |
Avg Daily Profit (%) | 0.7418 | 0.6815 | 0.0603 | 0.3441 | 0.3332 | 0.2767 |
Buy And Hold Return (%) | 13151.827 | 13151.827 | 13151.827 | 13151.827 | 13151.827 | 13151.827 |
Max Trade Drawdown | -84632 | -61008 | -94701 | -57841560 | -19873611 | -56920955 |
Profit Factor | 4.3519 | 8.4323 | 1.4654 | 2.4583 | 3.6734 | 1.5552 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Profitability (%) | 35.443 | 37.9747 | 32.9114 | 35.443 | 37.9747 | 32.9114 |
Ratio Avg Win / Avg Loss | 7.9267 | 13.7728 | 2.9872 | 4.4777 | 5.9999 | 3.1702 |
Largest Winning Trade | 501800 | 501800 | 60296 | 102116841 | 102116841 | 72868999 |
Largest Losing Trade | -30173 | -17899 | -30173 | -23808689 | -11471844 | -23808689 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 94 | 96 | 92 | 94 | 96 | 92 |
Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
Bars Traded | 6516 | 3417 | 3099 | 6516 | 3417 | 3099 |
Profit Streak | 0 | 5.1594 | 0 | 0 | 5.1594 | 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 | -150622 | -176017 | -309544 | 328344 | -14922 | -24429 |
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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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