Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1733828.4852 | 1571133.5511 | 162694.9341 | 383277937.1986 | 289770108.5994 | 93507828.5992 |
Total P&L (%) | 1733.8285 | 1571.1336 | 162.6949 | 383277.9372 | 289770.1086 | 93507.8286 |
Avg Daily Profit (%) | 0.7677 | 0.6957 | 0.072 | 0.3661 | 0.3536 | 0.3034 |
Buy And Hold Return (%) | 11287.7647 | 11287.7647 | 11287.7647 | 11287.7647 | 11287.7647 | 11287.7647 |
Max Trade Drawdown | -71608 | -52027 | -96072 | -79458309 | -28649909 | -77909400 |
Profit Factor | 4.8637 | 9.82 | 1.6012 | 2.7916 | 4.0993 | 1.7764 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 42.1053 | 44.7761 | 39.3939 | 42.1053 | 44.7761 | 39.3939 |
Ratio Avg Win / Avg Loss | 6.6876 | 12.1113 | 2.4634 | 3.8384 | 5.0558 | 2.7329 |
Largest Winning Trade | 501800 | 501800 | 60296 | 159296871 | 159296871 | 114919668 |
Largest Losing Trade | -33361 | -22898 | -33361 | -37153087 | -17901634 | -37153087 |
Avg Bars in Trades | 48 | 51 | 46 | 48 | 51 | 46 |
Avg Bars in Winners | 95 | 98 | 92 | 95 | 98 | 92 |
Avg Bars in Losers | 14 | 12 | 15 | 14 | 12 | 15 |
Bars Traded | 6463 | 3417 | 3046 | 6463 | 3417 | 3046 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147910 | -263964 | -388080 | 434413 | -102504 | -116292 |
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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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