Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2931863.648 | 2702753.2867 | 229110.3613 | 115441397.5291 | 59637220.5927 | 55804176.9364 |
Total P&L (%) | 2931.8636 | 2702.7533 | 229.1104 | 115441.3975 | 59637.2206 | 55804.1769 |
Avg Daily Profit (%) | 1.3264 | 1.2228 | 0.1037 | 0.3196 | 0.2896 | 0.2866 |
Buy And Hold Return (%) | 805.7906 | 805.7906 | 805.7906 | 805.7906 | 805.7906 | 805.7906 |
Max Trade Drawdown | -127703 | -66318 | -106339 | -158555735 | -67228117 | -132856659 |
Profit Factor | 5.2349 | 8.5066 | 1.6896 | 1.2101 | 1.2058 | 1.215 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 48.8889 | 47.0588 | 50.7463 | 48.8889 | 47.0588 | 50.7463 |
Ratio Avg Win / Avg Loss | 5.4728 | 9.5699 | 1.6399 | 1.2651 | 1.3565 | 1.1793 |
Largest Winning Trade | 2263215 | 2263215 | 48194 | 88327211 | 88327211 | 37715499 |
Largest Losing Trade | -29844 | -28136 | -29844 | -28454773 | -28454773 | -26549860 |
Avg Bars in Trades | 96 | 85 | 107 | 96 | 85 | 107 |
Avg Bars in Winners | 132 | 117 | 147 | 132 | 117 | 147 |
Avg Bars in Losers | 61 | 57 | 67 | 61 | 57 | 67 |
Bars Traded | 13046 | 5819 | 7227 | 13046 | 5819 | 7227 |
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 | 682994 | -91336 | -333761 | 306715 | -102290 | -108241 |
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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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