Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3081884.2076 | 2994747.8315 | 87136.3761 | 75343061.9579 | 74319978.7824 | 1023083.1755 |
Total P&L (%) | 3081.8842 | 2994.7478 | 87.1364 | 75343.062 | 74319.9788 | 1023.0832 |
Avg Daily Profit (%) | 1.6512 | 1.6045 | 0.0467 | 0.3556 | 0.3549 | 0.1297 |
Buy And Hold Return (%) | 12730.1988 | 12730.1988 | 12730.1988 | 12730.1988 | 12730.1988 | 12730.1988 |
Max Trade Drawdown | -57540 | -83200 | -36752 | -25073800 | -9386474 | -19785990 |
Profit Factor | 11.228 | 19.0674 | 1.6428 | 1.9808 | 3.2004 | 1.0238 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 31.8182 | 34.0909 | 29.5455 | 31.8182 | 34.0909 | 29.5455 |
Ratio Avg Win / Avg Loss | 24.0599 | 36.8636 | 3.9174 | 4.2446 | 6.1875 | 2.4413 |
Largest Winning Trade | 2295970 | 2295970 | 57723 | 37477156 | 37477156 | 27240874 |
Largest Losing Trade | -39197 | -39197 | -17133 | -8109275 | -6211538 | -8109275 |
Avg Bars in Trades | 38 | 45 | 30 | 38 | 45 | 30 |
Avg Bars in Winners | 94 | 103 | 84 | 94 | 103 | 84 |
Avg Bars in Losers | 11 | 15 | 8 | 11 | 15 | 8 |
Bars Traded | 3354 | 2002 | 1352 | 3354 | 2002 | 1352 |
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 | -150180 | -149513 | -302950 | 200674 | 308713 | -388271 |
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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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