Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3214411.7905 | 2979784.5827 | 234627.2078 | 77429058.9528 | 30930871.8125 | 46498187.1403 |
Total P&L (%) | 3214.4118 | 2979.7846 | 234.6272 | 77429.059 | 30930.8718 | 46498.1871 |
Avg Daily Profit (%) | 1.454 | 1.3479 | 0.1061 | 0.3014 | 0.2599 | 0.2783 |
Buy And Hold Return (%) | 803.9787 | 803.9787 | 803.9787 | 803.9787 | 803.9787 | 803.9787 |
Max Trade Drawdown | -138928 | -56603 | -115722 | -155407082 | -69012883 | -135096732 |
Profit Factor | 10.0311 | 20.0294 | 2.177 | 1.2586 | 1.2424 | 1.2707 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 48.5714 | 48.5714 | 48.5714 | 48.5714 | 48.5714 | 48.5714 |
Ratio Avg Win / Avg Loss | 10.6212 | 21.2076 | 2.3051 | 1.3326 | 1.3155 | 1.3454 |
Largest Winning Trade | 2702511 | 2702511 | 53110 | 65394298 | 65394298 | 36209912 |
Largest Losing Trade | -45564 | -29170 | -45564 | -65402819 | -25888890 | -65402819 |
Avg Bars in Trades | 122 | 110 | 135 | 122 | 110 | 135 |
Avg Bars in Winners | 200 | 172 | 228 | 200 | 172 | 228 |
Avg Bars in Losers | 49 | 52 | 46 | 49 | 52 | 46 |
Bars Traded | 8604 | 3872 | 4732 | 8604 | 3872 | 4732 |
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 | -79295 | 688367 | -213500 | -90597 | 277774 | 289668 |
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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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