Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2773322.8924 | 2626993.0294 | 146329.863 | 196924079.865 | 145082842.7003 | 51841237.1647 |
Total P&L (%) | 2773.3229 | 2626.993 | 146.3299 | 196924.0799 | 145082.8427 | 51841.2372 |
Avg Daily Profit (%) | 1.2259 | 1.1612 | 0.0647 | 0.3359 | 0.3223 | 0.2768 |
Buy And Hold Return (%) | 10626.4912 | 10626.4912 | 10626.4912 | 10626.4912 | 10626.4912 | 10626.4912 |
Max Trade Drawdown | -65364 | -65219 | -51652 | -67139749 | -33779770 | -57498381 |
Profit Factor | 8.9538 | 15.4734 | 1.8753 | 2.2057 | 2.6253 | 1.7 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 36.4407 | 30.5085 | 42.3729 | 36.4407 | 30.5085 | 42.3729 |
Ratio Avg Win / Avg Loss | 15.617 | 35.2449 | 2.5504 | 3.8472 | 5.9799 | 2.312 |
Largest Winning Trade | 1819922 | 1819922 | 47426 | 116426960 | 116426960 | 75068641 |
Largest Losing Trade | -17564 | -12658 | -17564 | -23263106 | -23263106 | -17747907 |
Avg Bars in Trades | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Winners | 121 | 141 | 106 | 121 | 141 | 106 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 6546 | 3208 | 3338 | 6546 | 3208 | 3338 |
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 | -148673 | -328308 | -448429 | 303712 | -170447 | -169172 |
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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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