Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1724708.3213 | 1563730.1018 | 160978.2195 | 364096907.214 | 275186978.7135 | 88909928.5005 |
Total P&L (%) | 1724.7083 | 1563.7301 | 160.9782 | 364096.9072 | 275186.9787 | 88909.9285 |
Avg Daily Profit (%) | 0.762 | 0.6909 | 0.0711 | 0.363 | 0.3506 | 0.3005 |
Buy And Hold Return (%) | 13245.5934 | 13245.5934 | 13245.5934 | 13245.5934 | 13245.5934 | 13245.5934 |
Max Trade Drawdown | -69143 | -50176 | -92525 | -51718560 | -20652235 | -66164920 |
Profit Factor | 4.9373 | 9.9337 | 1.6121 | 3.2644 | 5.6503 | 1.875 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Losing Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Profitability (%) | 41.8033 | 45.9016 | 37.7049 | 41.8033 | 45.9016 | 37.7049 |
Ratio Avg Win / Avg Loss | 6.8735 | 11.7076 | 2.6634 | 4.5445 | 6.6593 | 3.0978 |
Largest Winning Trade | 501800 | 501800 | 56231 | 144658591 | 144658591 | 103269499 |
Largest Losing Trade | -33361 | -21569 | -33361 | -29306727 | -12024774 | -29306727 |
Avg Bars in Trades | 53 | 56 | 50 | 53 | 56 | 50 |
Avg Bars in Winners | 101 | 104 | 98 | 101 | 104 | 98 |
Avg Bars in Losers | 18 | 14 | 21 | 18 | 14 | 21 |
Bars Traded | 6516 | 3420 | 3096 | 6516 | 3420 | 3096 |
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 | -148051 | -308290 | -427438 | 461051 | -145677 | -154475 |
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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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