Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2730451.2815 | 2624089.2253 | 106362.0562 | 92385437.063 | 83126514.4031 | 9258922.6599 |
Total P&L (%) | 2730.4513 | 2624.0892 | 106.3621 | 92385.4371 | 83126.5144 | 9258.9227 |
Avg Daily Profit (%) | 1.2075 | 1.1604 | 0.047 | 0.3025 | 0.2978 | 0.2009 |
Buy And Hold Return (%) | 9879.2905 | 9879.2905 | 9879.2905 | 9879.2905 | 9879.2905 | 9879.2905 |
Max Trade Drawdown | -44501 | -72197 | -35005 | -29980799 | -16028494 | -22499466 |
Profit Factor | 9.2599 | 16.6791 | 1.6517 | 1.8444 | 2.5566 | 1.1653 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 40.9639 | 39.0244 | 42.8571 | 40.9639 | 39.0244 | 42.8571 |
Ratio Avg Win / Avg Loss | 13.3452 | 26.0611 | 2.2023 | 2.6581 | 3.9947 | 1.5538 |
Largest Winning Trade | 1852919 | 1852919 | 48830 | 68831261 | 68831261 | 31468439 |
Largest Losing Trade | -17663 | -13258 | -17663 | -15191148 | -10049483 | -15191148 |
Avg Bars in Trades | 78 | 74 | 82 | 78 | 74 | 82 |
Avg Bars in Winners | 148 | 149 | 147 | 148 | 149 | 147 |
Avg Bars in Losers | 30 | 27 | 33 | 30 | 27 | 33 |
Bars Traded | 6529 | 3070 | 3460 | 6529 | 3070 | 3460 |
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 | -148521 | -148003 | -295477 | 274390 | 342557 | -198026 |
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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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