Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1662788.2705 | 1533448.965 | 129339.3055 | 129111884.001 | 113199418.2261 | 15912465.7749 |
Total P&L (%) | 1662.7883 | 1533.449 | 129.3393 | 129111.884 | 113199.4182 | 15912.4658 |
Avg Daily Profit (%) | 0.7338 | 0.6767 | 0.0571 | 0.3167 | 0.3108 | 0.2243 |
Buy And Hold Return (%) | 8978.0918 | 8978.0918 | 8978.0918 | 8978.0918 | 8978.0918 | 8978.0918 |
Max Trade Drawdown | -69745 | -77513 | -84403 | -86396661 | -26306265 | -60283670 |
Profit Factor | 3.8113 | 6.2354 | 1.4332 | 1.6951 | 2.3434 | 1.1568 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 42 | 38.6667 | 45.3333 | 42 | 38.6667 | 45.3333 |
Ratio Avg Win / Avg Loss | 5.2633 | 9.8906 | 1.7283 | 2.3408 | 3.7171 | 1.395 |
Largest Winning Trade | 600988 | 600988 | 47726 | 63297993 | 63297993 | 36124978 |
Largest Losing Trade | -23038 | -21981 | -23038 | -28168959 | -17522465 | -28168959 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 78 | 77 | 78 | 78 | 77 | 78 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 6677 | 3094 | 3583 | 6677 | 3094 | 3583 |
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 | -148579 | -206502 | -339243 | 357176 | -47917 | -106981 |
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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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