Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1971420.2666 | 1850409.1911 | 121011.0755 | 126196566.2404 | 79322804.4468 | 46873761.7936 |
Total P&L (%) | 1971.4203 | 1850.4092 | 121.0111 | 126196.5662 | 79322.8044 | 46873.7618 |
Avg Daily Profit (%) | 0.8704 | 0.817 | 0.0534 | 0.3158 | 0.2952 | 0.272 |
Buy And Hold Return (%) | 10832.4038 | 10832.4038 | 10832.4038 | 10832.4038 | 10832.4038 | 10832.4038 |
Max Trade Drawdown | -72968 | -58602 | -55898 | -64059790 | -73648615 | -23562759 |
Profit Factor | 5.7417 | 9.2461 | 1.6324 | 1.7544 | 1.6797 | 1.9268 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 58.0247 | 50 | 65.8537 | 58.0247 | 50 | 65.8537 |
Ratio Avg Win / Avg Loss | 4.1535 | 9.2461 | 0.8464 | 1.2692 | 1.6797 | 0.9991 |
Largest Winning Trade | 980960 | 980960 | 27275 | 85287477 | 85287477 | 31099161 |
Largest Losing Trade | -32757 | -27482 | -32757 | -39104723 | -39104723 | -23562759 |
Avg Bars in Trades | 53 | 75 | 31 | 53 | 75 | 31 |
Avg Bars in Winners | 62 | 99 | 35 | 62 | 99 | 35 |
Avg Bars in Losers | 40 | 51 | 24 | 40 | 51 | 24 |
Bars Traded | 4323 | 3017 | 1306 | 4323 | 3017 | 1306 |
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 | -159171 | -144040 | -284944 | -3717 | 434234 | 348973 |
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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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