Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2908502.0628 | 2750436.9568 | 158065.106 | 185970668.7204 | 181093632.5066 | 4877036.2138 |
Total P&L (%) | 2908.5021 | 2750.437 | 158.0651 | 185970.6687 | 181093.6325 | 4877.0362 |
Avg Daily Profit (%) | 1.4233 | 1.3459 | 0.0774 | 0.3691 | 0.3678 | 0.1914 |
Buy And Hold Return (%) | 2327.6293 | 2327.6293 | 2327.6293 | 2327.6293 | 2327.6293 | 2327.6293 |
Max Trade Drawdown | -183956 | -96942 | -189236 | -45097016 | -39087561 | -40753618 |
Profit Factor | 3.8772 | 6.3439 | 1.3186 | 1.9258 | 2.9358 | 1.0454 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 173 | 90 | 83 | 173 | 90 | 83 |
Profitability (%) | 34.4697 | 31.8182 | 37.1212 | 34.4697 | 31.8182 | 37.1212 |
Ratio Avg Win / Avg Loss | 7.371 | 13.594 | 2.2335 | 3.6612 | 6.2909 | 1.7709 |
Largest Winning Trade | 1804434 | 1804434 | 64130 | 75037630 | 75037630 | 21760646 |
Largest Losing Trade | -33828 | -20404 | -33828 | -12514345 | -8823606 | -12514345 |
Avg Bars in Trades | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Winners | 33 | 32 | 33 | 33 | 32 | 33 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 3983 | 1853 | 2130 | 3983 | 1853 | 2130 |
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 | -71840 | -94094 | -259077 | 315341 | 290916 | -172650 |
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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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