Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2433408.5983 | 2305547.6217 | 127860.9766 | 115417597.1649 | 79939461.6134 | 35478135.5515 |
Total P&L (%) | 2433.4086 | 2305.5476 | 127.861 | 115417.5972 | 79939.4616 | 35478.1356 |
Avg Daily Profit (%) | 1.0784 | 1.0217 | 0.0567 | 0.313 | 0.2967 | 0.2607 |
Buy And Hold Return (%) | 7691.9955 | 7691.9955 | 7691.9955 | 7691.9955 | 7691.9955 | 7691.9955 |
Max Trade Drawdown | -84907 | -37385 | -69847 | -47055835 | -13492914 | -43702802 |
Profit Factor | 6.5342 | 14.2882 | 1.4803 | 2.1016 | 3.0488 | 1.5395 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 58.2524 | 55.7692 | 60.7843 | 58.2524 | 55.7692 | 60.7843 |
Ratio Avg Win / Avg Loss | 4.6828 | 11.332 | 0.955 | 1.5061 | 2.418 | 0.9933 |
Largest Winning Trade | 1378614 | 1378614 | 49282 | 54514432 | 54514432 | 47358360 |
Largest Losing Trade | -64691 | -24898 | -64691 | -34755194 | -9211033 | -34755194 |
Avg Bars in Trades | 84 | 79 | 89 | 84 | 79 | 89 |
Avg Bars in Winners | 120 | 114 | 126 | 120 | 114 | 126 |
Avg Bars in Losers | 34 | 34 | 33 | 34 | 34 | 33 |
Bars Traded | 8698 | 4120 | 4578 | 8698 | 4120 | 4578 |
Profit Streak | 0 | 0 | 25.6414 | 0 | 0 | 25.6414 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142498 | -323198 | -461629 | 516375 | -164619 | -171355 |
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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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