Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1743775.0388 | 1658382.1474 | 85392.8914 | 52216625.6418 | 48304078.3048 | 3912547.337 |
Total P&L (%) | 1743.775 | 1658.3821 | 85.3929 | 52216.6256 | 48304.0783 | 3912.5473 |
Avg Daily Profit (%) | 0.9405 | 0.8945 | 0.0461 | 0.3382 | 0.334 | 0.1993 |
Buy And Hold Return (%) | 7010.8705 | 7010.8705 | 7010.8705 | 7010.8705 | 7010.8705 | 7010.8705 |
Max Trade Drawdown | -73743 | -84057 | -90912 | -8466330 | -5095271 | -8321737 |
Profit Factor | 3.4036 | 5.746 | 1.2271 | 1.9555 | 3.0462 | 1.126 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 45.9184 | 45.9184 | 45.9184 | 45.9184 | 45.9184 | 45.9184 |
Ratio Avg Win / Avg Loss | 4.0087 | 6.7675 | 1.4452 | 2.3031 | 3.5877 | 1.3262 |
Largest Winning Trade | 823931 | 823931 | 61572 | 12086666 | 12086666 | 6952578 |
Largest Losing Trade | -22381 | -21418 | -22381 | -6375693 | -5095271 | -6375693 |
Avg Bars in Trades | 18 | 22 | 14 | 18 | 22 | 14 |
Avg Bars in Winners | 27 | 33 | 20 | 27 | 33 | 20 |
Avg Bars in Losers | 10 | 12 | 8 | 10 | 12 | 8 |
Bars Traded | 3586 | 2193 | 1393 | 3586 | 2193 | 1393 |
Profit Streak | 0 | 91.5329 | 0 | 0 | 91.5329 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146264 | -144387 | -299136 | 455401 | 530244 | -241231 |
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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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