Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2673708.2514 | 2571457.0569 | 102251.1945 | 88363878.9672 | 59692004.8559 | 28671874.1113 |
Total P&L (%) | 2673.7083 | 2571.4571 | 102.2512 | 88363.879 | 59692.0049 | 28671.8741 |
Avg Daily Profit (%) | 1.1771 | 1.1321 | 0.045 | 0.2992 | 0.2819 | 0.2496 |
Buy And Hold Return (%) | 9180.8324 | 9180.8324 | 9180.8324 | 9180.8324 | 9180.8324 | 9180.8324 |
Max Trade Drawdown | -94667 | -81500 | -34108 | -128087983 | -111541453 | -38906352 |
Profit Factor | 5.9962 | 9.0523 | 1.4738 | 1.2998 | 1.2868 | 1.3311 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 53.8462 | 53.3333 | 54.3478 | 53.8462 | 53.3333 | 54.3478 |
Ratio Avg Win / Avg Loss | 5.1396 | 7.9208 | 1.238 | 1.1141 | 1.126 | 1.1181 |
Largest Winning Trade | 1676678 | 1676678 | 36158 | 120947028 | 120947028 | 28249110 |
Largest Losing Trade | -33518 | -33518 | -26259 | -50956134 | -50956134 | -20434083 |
Avg Bars in Trades | 48 | 65 | 31 | 48 | 65 | 31 |
Avg Bars in Winners | 64 | 90 | 39 | 64 | 90 | 39 |
Avg Bars in Losers | 29 | 37 | 21 | 29 | 37 | 21 |
Bars Traded | 4395 | 2947 | 1447 | 4395 | 2947 | 1447 |
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 | -143017 | -143297 | -296780 | 349540 | 320644 | 229342 |
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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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