Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1557406.4827 | 1490677.9026 | 66728.5801 | 45698946.1836 | 45658605.1776 | 40341.006 |
Total P&L (%) | 1557.4065 | 1490.6779 | 66.7286 | 45698.9462 | 45658.6052 | 40.341 |
Avg Daily Profit (%) | 0.6881 | 0.6586 | 0.0295 | 0.2711 | 0.271 | 0.015 |
Buy And Hold Return (%) | 12204.6727 | 12204.6727 | 12204.6727 | 12204.6727 | 12204.6727 | 12204.6727 |
Max Trade Drawdown | -59304 | -83250 | -109043 | -22794588 | -16939161 | -16664925 |
Profit Factor | 4.0819 | 7.2045 | 1.2517 | 1.517 | 1.9093 | 1.0011 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 49.5327 | 50.9434 | 48.1481 | 49.5327 | 50.9434 | 48.1481 |
Ratio Avg Win / Avg Loss | 4.1589 | 6.9377 | 1.348 | 1.5457 | 1.8385 | 1.0781 |
Largest Winning Trade | 588227 | 588227 | 52969 | 18750267 | 18750267 | 8550850 |
Largest Losing Trade | -47308 | -33738 | -47308 | -13119113 | -13119113 | -7951084 |
Avg Bars in Trades | 61 | 78 | 43 | 61 | 78 | 43 |
Avg Bars in Winners | 82 | 97 | 66 | 82 | 97 | 66 |
Avg Bars in Losers | 40 | 59 | 22 | 40 | 59 | 22 |
Bars Traded | 6538 | 4168 | 2370 | 6538 | 4168 | 2370 |
Profit Streak | 0 | 202.0875 | 0 | 0 | 202.0875 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146343 | -323864 | -500261 | 317511 | -168754 | -738757 |
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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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