Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2406984.9778 | 2309423.6472 | 97561.3307 | 74019631.2211 | 73971012.5345 | 48618.6866 |
Total P&L (%) | 2406.985 | 2309.4236 | 97.5613 | 74019.6312 | 73971.0125 | 48.6187 |
Avg Daily Profit (%) | 1.0608 | 1.0178 | 0.043 | 0.2917 | 0.2916 | 0.0175 |
Buy And Hold Return (%) | 8866.4153 | 8866.4153 | 8866.4153 | 8866.4153 | 8866.4153 | 8866.4153 |
Max Trade Drawdown | -48914 | -63857 | -44445 | -50186881 | -14507415 | -35679465 |
Profit Factor | 7.4337 | 13.862 | 1.5014 | 1.5896 | 2.33 | 1.0007 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 42.0455 | 40.9091 | 43.1818 | 42.0455 | 40.9091 | 43.1818 |
Ratio Avg Win / Avg Loss | 10.2465 | 20.0229 | 1.9756 | 2.191 | 3.3656 | 1.3167 |
Largest Winning Trade | 1512799 | 1512799 | 48627 | 64473512 | 64473512 | 33207239 |
Largest Losing Trade | -18535 | -14951 | -18535 | -17969628 | -8213132 | -17969628 |
Avg Bars in Trades | 74 | 69 | 79 | 74 | 69 | 79 |
Avg Bars in Winners | 139 | 133 | 146 | 139 | 133 | 146 |
Avg Bars in Losers | 26 | 25 | 28 | 26 | 25 | 28 |
Bars Traded | 6544 | 3050 | 3494 | 6544 | 3050 | 3494 |
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 | -146715 | -147371 | -301420 | 321385 | 352123 | -557654 |
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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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