Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2077394.6252 | 1877766.6738 | 199627.9514 | 62820243.3114 | 26153365.8496 | 36666877.4618 |
Total P&L (%) | 2077.3946 | 1877.7667 | 199.628 | 62820.2433 | 26153.3659 | 36666.8775 |
Avg Daily Profit (%) | 0.8763 | 0.7921 | 0.0842 | 0.2722 | 0.2352 | 0.2495 |
Buy And Hold Return (%) | 420.1283 | 420.1283 | 420.1283 | 420.1283 | 420.1283 | 420.1283 |
Max Trade Drawdown | -69253 | -71636 | -24564 | -16007917 | -20145638 | -7633599 |
Profit Factor | 7.579 | 10.5545 | 2.6743 | 2.1267 | 1.6839 | 3.0936 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 51.7241 | 44.8276 | 58.6207 | 51.7241 | 44.8276 | 58.6207 |
Ratio Avg Win / Avg Loss | 7.0737 | 12.9902 | 1.8877 | 1.9849 | 2.0725 | 2.1837 |
Largest Winning Trade | 1369752 | 1369752 | 67737 | 30256462 | 22752251 | 30256462 |
Largest Losing Trade | -27907 | -27907 | -24564 | -10838972 | -10838972 | -7633599 |
Avg Bars in Trades | 157 | 155 | 159 | 157 | 155 | 159 |
Avg Bars in Winners | 228 | 258 | 205 | 228 | 258 | 205 |
Avg Bars in Losers | 81 | 71 | 93 | 81 | 71 | 93 |
Bars Traded | 9119 | 4501 | 4618 | 9119 | 4501 | 4618 |
Profit Streak | 0 | 0 | 85.6516 | 0 | 0 | 85.6516 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158898 | 639175 | -239588 | -166576 | 340652 | 575708 |
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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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