Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2504121.1425 | 2437635.8621 | 66485.2804 | 40140951.3019 | 38113587.2996 | 2027364.0023 |
Total P&L (%) | 2504.1211 | 2437.6359 | 66.4853 | 40140.9513 | 38113.5873 | 2027.364 |
Avg Daily Profit (%) | 1.1024 | 1.0731 | 0.0293 | 0.2644 | 0.2621 | 0.1347 |
Buy And Hold Return (%) | 9159.5032 | 9159.5032 | 9159.5032 | 9159.5032 | 9159.5032 | 9159.5032 |
Max Trade Drawdown | -78711 | -52069 | -57642 | -23535451 | -17522402 | -17520162 |
Profit Factor | 8.2322 | 14.4916 | 1.4016 | 1.5048 | 1.8654 | 1.0571 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 9.4082 | 16.5618 | 1.6018 | 1.7198 | 2.1319 | 1.2082 |
Largest Winning Trade | 1667340 | 1667340 | 46298 | 30192203 | 30192203 | 13720897 |
Largest Losing Trade | -39815 | -39815 | -23701 | -13068441 | -13068441 | -6087410 |
Avg Bars in Trades | 72 | 74 | 70 | 72 | 74 | 70 |
Avg Bars in Winners | 106 | 112 | 101 | 106 | 112 | 101 |
Avg Bars in Losers | 42 | 41 | 43 | 42 | 41 | 43 |
Bars Traded | 4364 | 2244 | 2120 | 4364 | 2244 | 2120 |
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 | -318617 | -145190 | -319086 | -165643 | 312699 | -337585 |
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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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