Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3203227.6497 | 2890039.4101 | 313188.2396 | 149256325.0426 | 40678431.0961 | 108577893.9464 |
Total P&L (%) | 3203.2277 | 2890.0394 | 313.1882 | 149256.325 | 40678.4311 | 108577.8939 |
Avg Daily Profit (%) | 1.3795 | 1.2446 | 0.1349 | 0.3153 | 0.2592 | 0.3015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77997 | -81117 | -49130 | -171132651 | -94052837 | -78479145 |
Profit Factor | 6.905 | 10.0267 | 2.4089 | 1.4262 | 1.2037 | 1.7213 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 28.5714 | 22.2222 | 35 | 28.5714 | 22.2222 | 35 |
Ratio Avg Win / Avg Loss | 17.2626 | 35.0935 | 4.4737 | 3.5655 | 4.213 | 3.1968 |
Largest Winning Trade | 2289660 | 2289660 | 79452 | 107336619 | 93352993 | 107336619 |
Largest Losing Trade | -20213 | -20213 | -12389 | -40240645 | -40240645 | -27497819 |
Avg Bars in Trades | 41 | 35 | 47 | 41 | 35 | 47 |
Avg Bars in Winners | 117 | 122 | 114 | 117 | 122 | 114 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 6668 | 2846 | 3822 | 6668 | 2846 | 3822 |
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 | 322802 | -31935 | -33669 | -2241 | -44865 | -13123 |
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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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