Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2741192.1496 | 2638672.8206 | 102519.329 | 103645796.3707 | 88621823.5851 | 15023972.7856 |
Total P&L (%) | 2741.1922 | 2638.6728 | 102.5193 | 103645.7964 | 88621.8236 | 15023.9728 |
Avg Daily Profit (%) | 1.2126 | 1.1673 | 0.0454 | 0.3077 | 0.3007 | 0.2223 |
Buy And Hold Return (%) | 9605.5751 | 9605.5751 | 9605.5751 | 9605.5751 | 9605.5751 | 9605.5751 |
Max Trade Drawdown | -91814 | -61120 | -73829 | -87785320 | -18367333 | -75371179 |
Profit Factor | 8.6045 | 16.163 | 1.5499 | 1.7305 | 2.541 | 1.1781 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 41.3333 | 40.5405 | 42.1053 | 41.3333 | 40.5405 | 42.1053 |
Ratio Avg Win / Avg Loss | 12.2128 | 23.7057 | 2.131 | 2.4562 | 3.7268 | 1.6198 |
Largest Winning Trade | 1821483 | 1821483 | 50402 | 87574916 | 87574916 | 59937884 |
Largest Losing Trade | -31685 | -17076 | -31685 | -26990659 | -18367333 | -26990659 |
Avg Bars in Trades | 56 | 60 | 51 | 56 | 60 | 51 |
Avg Bars in Winners | 104 | 111 | 97 | 104 | 111 | 97 |
Avg Bars in Losers | 22 | 25 | 18 | 22 | 25 | 18 |
Bars Traded | 4214 | 2240 | 1974 | 4214 | 2240 | 1974 |
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 | -208373 | -147437 | -298448 | -52409 | 362512 | -28180 |
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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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