Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2747373.7424 | 2641687.0274 | 105686.715 | 111184934.5575 | 95779247.8662 | 15405686.6912 |
Total P&L (%) | 2747.3737 | 2641.687 | 105.6867 | 111184.9346 | 95779.2479 | 15405.6867 |
Avg Daily Profit (%) | 1.2124 | 1.1658 | 0.0466 | 0.31 | 0.3034 | 0.2228 |
Buy And Hold Return (%) | 10310.8476 | 10310.8476 | 10310.8476 | 10310.8476 | 10310.8476 | 10310.8476 |
Max Trade Drawdown | -67039 | -61973 | -59107 | -109014862 | -22237123 | -89325797 |
Profit Factor | 8.7669 | 16.6134 | 1.5727 | 1.6578 | 2.3888 | 1.154 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 40.2597 | 39.4737 | 41.0256 | 40.2597 | 39.4737 | 41.0256 |
Ratio Avg Win / Avg Loss | 13.009 | 25.4739 | 2.2608 | 2.4599 | 3.6629 | 1.6588 |
Largest Winning Trade | 1823974 | 1823974 | 50402 | 99159452 | 99159452 | 67866553 |
Largest Losing Trade | -31374 | -17076 | -31374 | -31044756 | -19702075 | -31044756 |
Avg Bars in Trades | 54 | 58 | 50 | 54 | 58 | 50 |
Avg Bars in Winners | 104 | 111 | 98 | 104 | 111 | 98 |
Avg Bars in Losers | 21 | 24 | 17 | 21 | 24 | 17 |
Bars Traded | 4214 | 2234 | 1980 | 4214 | 2234 | 1980 |
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 | -193790 | -147846 | -297005 | -37947 | 338110 | -57350 |
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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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