Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1538015.4545 | 1436536.6045 | 101478.85 | 74823215.0965 | 65345354.993 | 9477860.1035 |
Total P&L (%) | 1538.0155 | 1436.5366 | 101.4789 | 74823.2151 | 65345.355 | 9477.8601 |
Avg Daily Profit (%) | 0.6781 | 0.6334 | 0.0447 | 0.2923 | 0.2863 | 0.2014 |
Buy And Hold Return (%) | 9647.1055 | 9647.1055 | 9647.1055 | 9647.1055 | 9647.1055 | 9647.1055 |
Max Trade Drawdown | -73900 | -76719 | -93064 | -62298861 | -20270786 | -42028074 |
Profit Factor | 3.6076 | 6.0899 | 1.3299 | 1.6367 | 2.2222 | 1.148 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 40.9836 | 40.9836 | 40.9836 | 40.9836 | 40.9836 | 40.9836 |
Ratio Avg Win / Avg Loss | 5.1949 | 8.7694 | 1.9151 | 2.3568 | 3.2 | 1.6531 |
Largest Winning Trade | 558243 | 558243 | 47800 | 38456742 | 38456742 | 23036669 |
Largest Losing Trade | -38268 | -25490 | -38268 | -18991419 | -12159757 | -18991419 |
Avg Bars in Trades | 36 | 33 | 38 | 36 | 33 | 38 |
Avg Bars in Winners | 62 | 60 | 65 | 62 | 60 | 65 |
Avg Bars in Losers | 18 | 15 | 20 | 18 | 15 | 20 |
Bars Traded | 4451 | 2073 | 2378 | 4451 | 2073 | 2378 |
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 | -150062 | -310972 | -463012 | 314739 | -152611 | -379855 |
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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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