Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3093318.8948 | 2861835.7642 | 231483.1307 | 131716858.81 | 84461921.7284 | 47254937.0817 |
Total P&L (%) | 3093.3189 | 2861.8358 | 231.4831 | 131716.8588 | 84461.9217 | 47254.9371 |
Avg Daily Profit (%) | 1.3897 | 1.2857 | 0.104 | 0.3233 | 0.3033 | 0.2771 |
Buy And Hold Return (%) | 819.2795 | 819.2795 | 819.2795 | 819.2795 | 819.2795 | 819.2795 |
Max Trade Drawdown | -80632 | -57355 | -78417 | -229384466 | -102145961 | -206065737 |
Profit Factor | 5.8348 | 11.0098 | 1.6541 | 1.1444 | 1.208 | 1.0934 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Losing Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Profitability (%) | 47.4026 | 50.6494 | 44.1558 | 47.4026 | 50.6494 | 44.1558 |
Ratio Avg Win / Avg Loss | 6.4743 | 10.7275 | 2.092 | 1.2698 | 1.177 | 1.3828 |
Largest Winning Trade | 2442155 | 2442155 | 49955 | 90474569 | 90474569 | 70709112 |
Largest Losing Trade | -32090 | -28810 | -32090 | -81565334 | -47203693 | -81565334 |
Avg Bars in Trades | 85 | 85 | 85 | 85 | 85 | 85 |
Avg Bars in Winners | 128 | 124 | 131 | 128 | 124 | 131 |
Avg Bars in Losers | 46 | 44 | 48 | 46 | 44 | 48 |
Bars Traded | 13125 | 6551 | 6574 | 13125 | 6551 | 6574 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 700570 | -22430 | -261016 | -52794 | -33431 | -153356 |
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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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