Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1187432.9975 | 972445.9291 | 214987.0684 | 72934041.1223 | 67731705.4076 | 5202335.7147 |
Total P&L (%) | 1187.433 | 972.4459 | 214.9871 | 72934.0411 | 67731.7054 | 5202.3357 |
Avg Daily Profit (%) | 0.475 | 0.389 | 0.086 | 0.2641 | 0.2611 | 0.159 |
Buy And Hold Return (%) | 880.7331 | 880.7331 | 880.7331 | 880.7331 | 880.7331 | 880.7331 |
Max Trade Drawdown | -82609 | -45698 | -57051 | -65505297 | -37648261 | -29456970 |
Profit Factor | 3.1341 | 4.0963 | 1.8871 | 1.6158 | 1.9634 | 1.1081 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 43.0769 | 38.4615 | 47.6923 | 43.0769 | 38.4615 | 47.6923 |
Ratio Avg Win / Avg Loss | 4.1415 | 6.554 | 2.0698 | 2.1351 | 3.1415 | 1.2153 |
Largest Winning Trade | 362699 | 362699 | 47000 | 54259532 | 54259532 | 15914577 |
Largest Losing Trade | -31666 | -31666 | -25063 | -17421556 | -17421556 | -11403002 |
Avg Bars in Trades | 56 | 58 | 53 | 56 | 58 | 53 |
Avg Bars in Winners | 78 | 84 | 73 | 78 | 84 | 73 |
Avg Bars in Losers | 39 | 42 | 35 | 39 | 42 | 35 |
Bars Traded | 7284 | 3783 | 3501 | 7284 | 3783 | 3501 |
Profit Streak | 0 | 0 | 120.5674 | 0 | 0 | 120.5674 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43409 | -253041 | -371567 | 334674 | -124155 | -225924 |
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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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