Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2456593.7657 | 2392031.6653 | 64562.1005 | 3986653.4278 | 11907228.0727 | -7920574.6449 |
Total P&L (%) | 2456.5938 | 2392.0317 | 64.5621 | 3986.6534 | 11907.2281 | -7920.5746 |
Avg Daily Profit (%) | 1.107 | 1.0779 | 0.0291 | 0.1673 | 0.216 | 0 |
Buy And Hold Return (%) | 914.3345 | 914.3345 | 914.3345 | 914.3345 | 914.3345 | 914.3345 |
Max Trade Drawdown | -196992 | -128552 | -116772 | -56802110 | -23556759 | -35565561 |
Profit Factor | 4.8643 | 9.8126 | 1.1772 | 1.027 | 1.1864 | 0.9057 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 45 | 47.5 | 42.5 | 45 | 47.5 | 42.5 |
Ratio Avg Win / Avg Loss | 5.9453 | 10.8455 | 1.5927 | 1.2552 | 1.3113 | 1.2253 |
Largest Winning Trade | 2122752 | 2122752 | 47249 | 31140013 | 31140013 | 12222106 |
Largest Losing Trade | -50352 | -30169 | -50352 | -20922055 | -12057710 | -20922055 |
Avg Bars in Trades | 164 | 171 | 156 | 164 | 171 | 156 |
Avg Bars in Winners | 247 | 256 | 237 | 247 | 256 | 237 |
Avg Bars in Losers | 95 | 94 | 96 | 95 | 94 | 96 |
Bars Traded | 13121 | 6858 | 6263 | 13121 | 6858 | 6263 |
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 | -7983 | 631407 | -347141 | -210732 | -8214 | -581999 |
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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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