Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2667089.66 | 2575093.0658 | 91996.5942 | 67201538.0977 | 62515039.7395 | 4686498.3582 |
Total P&L (%) | 2667.0897 | 2575.0931 | 91.9966 | 67201.5381 | 62515.0397 | 4686.4984 |
Avg Daily Profit (%) | 1.1739 | 1.1334 | 0.0405 | 0.287 | 0.2838 | 0.1704 |
Buy And Hold Return (%) | 7960.3564 | 7960.3564 | 7960.3564 | 7960.3564 | 7960.3564 | 7960.3564 |
Max Trade Drawdown | -61164 | -46893 | -47044 | -27816641 | -25268799 | -18626797 |
Profit Factor | 5.229 | 10.1812 | 1.2627 | 1.4667 | 1.976 | 1.0586 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 143 | 76 | 67 | 143 | 76 | 67 |
Profitability (%) | 39.4068 | 35.5932 | 43.2203 | 39.4068 | 35.5932 | 43.2203 |
Ratio Avg Win / Avg Loss | 8.0402 | 18.4232 | 1.6588 | 2.2553 | 3.5756 | 1.3907 |
Largest Winning Trade | 1851501 | 1851501 | 54104 | 56639007 | 56639007 | 23628217 |
Largest Losing Trade | -21706 | -18151 | -21706 | -10579997 | -9180103 | -10579997 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 4413 | 2098 | 2315 | 4413 | 2098 | 2315 |
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 | -146931 | -149359 | -306228 | 301984 | 249937 | -316627 |
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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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