Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1270858.5468 | 1028614.3697 | 242244.1771 | 165873928.8284 | 156123519.0045 | 9750409.8239 |
Total P&L (%) | 1270.8585 | 1028.6144 | 242.2442 | 165873.9288 | 156123.519 | 9750.4098 |
Avg Daily Profit (%) | 0.5083 | 0.4114 | 0.0969 | 0.297 | 0.2945 | 0.1837 |
Buy And Hold Return (%) | 834.5165 | 834.5165 | 834.5165 | 834.5165 | 834.5165 | 834.5165 |
Max Trade Drawdown | -91113 | -76836 | -43533 | -40330079 | -24893296 | -26556537 |
Profit Factor | 4.9105 | 6.1284 | 2.9471 | 2.8547 | 3.8208 | 1.286 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 59.0361 | 56.0976 | 61.9048 | 59.0361 | 56.0976 | 61.9048 |
Ratio Avg Win / Avg Loss | 3.4073 | 4.7961 | 1.8136 | 1.9808 | 2.9902 | 0.7914 |
Largest Winning Trade | 365607 | 365607 | 60708 | 106022260 | 106022260 | 10876729 |
Largest Losing Trade | -26896 | -26896 | -18459 | -13724373 | -13724373 | -13669673 |
Avg Bars in Trades | 85 | 110 | 61 | 85 | 110 | 61 |
Avg Bars in Winners | 105 | 137 | 77 | 105 | 137 | 77 |
Avg Bars in Losers | 56 | 76 | 33 | 56 | 76 | 33 |
Bars Traded | 7094 | 4529 | 2565 | 7094 | 4529 | 2565 |
Profit Streak | 0 | 129.216 | 0 | 0 | 129.216 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306134 | -73650 | -222189 | 521560 | 618107 | 281419 |
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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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