Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1674400.0237 | 1575121.4708 | 99278.5528 | 84460805.8107 | 71838052.2287 | 12622753.5821 |
Total P&L (%) | 1674.4 | 1575.1215 | 99.2786 | 84460.8058 | 71838.0522 | 12622.7536 |
Avg Daily Profit (%) | 0.7394 | 0.6956 | 0.0438 | 0.2981 | 0.2909 | 0.2142 |
Buy And Hold Return (%) | 9981.8802 | 9981.8802 | 9981.8802 | 9981.8802 | 9981.8802 | 9981.8802 |
Max Trade Drawdown | -100856 | -86714 | -82388 | -29237768 | -12243024 | -25098055 |
Profit Factor | 4.3234 | 8.4341 | 1.3401 | 1.9441 | 2.7993 | 1.2548 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 46.3158 | 46.8085 | 45.8333 | 46.3158 | 46.8085 | 45.8333 |
Ratio Avg Win / Avg Loss | 5.0112 | 9.5842 | 1.5837 | 2.2534 | 3.181 | 1.483 |
Largest Winning Trade | 644069 | 644069 | 59907 | 46799288 | 46799288 | 24166657 |
Largest Losing Trade | -55545 | -19860 | -55545 | -13059600 | -8776119 | -13059600 |
Avg Bars in Trades | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Winners | 78 | 83 | 73 | 78 | 83 | 73 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 4243 | 2195 | 2048 | 4243 | 2195 | 2048 |
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 | -147010 | -146136 | -300221 | 410000 | 467913 | -77032 |
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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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