Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2631995.8368 | 2496405.5191 | 135590.3178 | 14734381.7351 | 11853854.3556 | 2880527.3795 |
Total P&L (%) | 2631.9958 | 2496.4055 | 135.5903 | 14734.3817 | 11853.8544 | 2880.5274 |
Avg Daily Profit (%) | 1.1887 | 1.1275 | 0.0612 | 0.2261 | 0.2163 | 0.1534 |
Buy And Hold Return (%) | 760.227 | 760.227 | 760.227 | 760.227 | 760.227 | 760.227 |
Max Trade Drawdown | -103125 | -87985 | -72718 | -37671885 | -24435405 | -21113101 |
Profit Factor | 5.2177 | 7.3872 | 1.5815 | 1.1064 | 1.1407 | 1.0531 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 49.2537 | 49.2537 | 49.2537 | 49.2537 | 49.2537 | 49.2537 |
Ratio Avg Win / Avg Loss | 5.3758 | 7.611 | 1.6294 | 1.1399 | 1.1753 | 1.085 |
Largest Winning Trade | 2181018 | 2181018 | 53845 | 31597825 | 31597825 | 10125380 |
Largest Losing Trade | -48339 | -48339 | -32996 | -12819519 | -12819519 | -10063416 |
Avg Bars in Trades | 96 | 121 | 70 | 96 | 121 | 70 |
Avg Bars in Winners | 130 | 168 | 92 | 130 | 168 | 92 |
Avg Bars in Losers | 62 | 75 | 49 | 62 | 75 | 49 |
Bars Traded | 12904 | 8148 | 4756 | 12904 | 8148 | 4756 |
Profit Streak | 28.6782 | 0 | 46.5115 | 28.6782 | 0 | 46.5115 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 697057 | -97850 | -390430 | -94662 | -174559 | -273330 |
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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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