Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2764224.0205 | 2651203.3644 | 113020.6561 | 89197694.6701 | 49594564.4998 | 39603130.1703 |
Total P&L (%) | 2764.224 | 2651.2034 | 113.0207 | 89197.6947 | 49594.5645 | 39603.1302 |
Avg Daily Profit (%) | 1.2202 | 1.1703 | 0.0499 | 0.3004 | 0.2744 | 0.2645 |
Buy And Hold Return (%) | 10705.1864 | 10705.1864 | 10705.1864 | 10705.1864 | 10705.1864 | 10705.1864 |
Max Trade Drawdown | -127161 | -109678 | -22333 | -51486481 | -46292127 | -5747110 |
Profit Factor | 9.4601 | 12.4322 | 2.1918 | 2.065 | 1.6985 | 4.1042 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 50.8197 | 43.3333 | 58.0645 | 50.8197 | 43.3333 | 58.0645 |
Ratio Avg Win / Avg Loss | 9.155 | 16.2576 | 1.583 | 1.9984 | 2.2212 | 2.9641 |
Largest Winning Trade | 1718995 | 1718995 | 27928 | 63602493 | 63602493 | 19748819 |
Largest Losing Trade | -36857 | -36857 | -22077 | -25645042 | -25645042 | -5747110 |
Avg Bars in Trades | 107 | 165 | 50 | 107 | 165 | 50 |
Avg Bars in Winners | 118 | 196 | 62 | 118 | 196 | 62 |
Avg Bars in Losers | 95 | 142 | 34 | 95 | 142 | 34 |
Bars Traded | 6552 | 4979 | 1573 | 6552 | 4979 | 1573 |
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 | -309612 | -146402 | -286886 | -153072 | 273333 | 512754 |
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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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