Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2779447.8583 | 2556196.5224 | 223251.3359 | 109424344.2502 | 56960251.0327 | 52464093.2174 |
Total P&L (%) | 2779.4479 | 2556.1965 | 223.2513 | 109424.3443 | 56960.251 | 52464.0932 |
Avg Daily Profit (%) | 1.2512 | 1.1507 | 0.1005 | 0.3155 | 0.2861 | 0.2824 |
Buy And Hold Return (%) | 1004.052 | 1004.052 | 1004.052 | 1004.052 | 1004.052 | 1004.052 |
Max Trade Drawdown | -128999 | -75803 | -105633 | -158508932 | -55412168 | -126015157 |
Profit Factor | 5.6272 | 10.323 | 1.6838 | 1.2716 | 1.2854 | 1.2579 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 53.913 | 55.1724 | 52.6316 | 53.913 | 55.1724 | 52.6316 |
Ratio Avg Win / Avg Loss | 4.8103 | 8.3874 | 1.5154 | 1.087 | 1.0444 | 1.1322 |
Largest Winning Trade | 2120582 | 2120582 | 55637 | 47217627 | 47217627 | 38225517 |
Largest Losing Trade | -38008 | -27538 | -38008 | -37057816 | -29151010 | -37057816 |
Avg Bars in Trades | 113 | 109 | 117 | 113 | 109 | 117 |
Avg Bars in Winners | 152 | 145 | 159 | 152 | 145 | 159 |
Avg Bars in Losers | 67 | 64 | 71 | 67 | 64 | 71 |
Bars Traded | 13048 | 6324 | 6724 | 13048 | 6324 | 6724 |
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 | 695088 | -160901 | -401113 | 350926 | -170616 | -171145 |
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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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