Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4868240.2738 | 4640721.0163 | 227519.2575 | 115439428.8872 | 79874299.0692 | 35565129.818 |
Total P&L (%) | 4868.2403 | 4640.721 | 227.5193 | 115439.4289 | 79874.2991 | 35565.1298 |
Avg Daily Profit (%) | 2.1886 | 2.0863 | 0.1023 | 0.3176 | 0.301 | 0.2646 |
Buy And Hold Return (%) | 890.3733 | 890.3733 | 890.3733 | 890.3733 | 890.3733 | 890.3733 |
Max Trade Drawdown | -113758 | -85765 | -91567 | -281118343 | -181924011 | -251553777 |
Profit Factor | 7.5677 | 12.5708 | 1.6689 | 1.0949 | 1.1354 | 1.0568 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 45.3846 | 46.1538 | 44.6154 | 45.3846 | 46.1538 | 44.6154 |
Ratio Avg Win / Avg Loss | 9.1069 | 14.6659 | 2.0717 | 1.3176 | 1.3246 | 1.3119 |
Largest Winning Trade | 4234421 | 4234421 | 51373 | 96760297 | 96760297 | 90885874 |
Largest Losing Trade | -37996 | -37996 | -36825 | -126165125 | -89868983 | -126165125 |
Avg Bars in Trades | 100 | 86 | 114 | 100 | 86 | 114 |
Avg Bars in Winners | 158 | 128 | 189 | 158 | 128 | 189 |
Avg Bars in Losers | 52 | 50 | 54 | 52 | 50 | 54 |
Bars Traded | 13069 | 5609 | 7460 | 13069 | 5609 | 7460 |
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 | 735400 | -111834 | -353092 | -108524 | -196177 | -283507 |
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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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