Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1682579.2933 | 1538581.1996 | 143998.0937 | 267597134.3118 | 191795154.2631 | 75801980.0487 |
Total P&L (%) | 1682.5793 | 1538.5812 | 143.9981 | 267597.1343 | 191795.1543 | 75801.98 |
Avg Daily Profit (%) | 0.7452 | 0.6814 | 0.0638 | 0.3501 | 0.3354 | 0.2941 |
Buy And Hold Return (%) | 11304.3501 | 11304.3501 | 11304.3501 | 11304.3501 | 11304.3501 | 11304.3501 |
Max Trade Drawdown | -61674 | -53837 | -106543 | -27489424 | -11782337 | -35079679 |
Profit Factor | 4.6722 | 9.4771 | 1.5204 | 3.8791 | 6.3752 | 2.3238 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Losing Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Profitability (%) | 39.5349 | 44.6154 | 34.375 | 39.5349 | 44.6154 | 34.375 |
Ratio Avg Win / Avg Loss | 7.1458 | 11.7646 | 2.9026 | 5.9328 | 7.9141 | 4.4363 |
Largest Winning Trade | 501800 | 501800 | 57967 | 96013467 | 96013467 | 74316460 |
Largest Losing Trade | -41290 | -17518 | -41290 | -21189885 | -6299539 | -21189885 |
Avg Bars in Trades | 50 | 52 | 47 | 50 | 52 | 47 |
Avg Bars in Winners | 105 | 103 | 108 | 105 | 103 | 108 |
Avg Bars in Losers | 13 | 11 | 15 | 13 | 11 | 15 |
Bars Traded | 6464 | 3424 | 3040 | 6464 | 3424 | 3040 |
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 | -149253 | -279149 | -416547 | 452383 | -116329 | -132463 |
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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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