Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1593482.2632 | 1491789.4744 | 101692.7888 | 98581421.4354 | 80303443.3662 | 18277978.0692 |
Total P&L (%) | 1593.4823 | 1491.7895 | 101.6928 | 98581.4214 | 80303.4434 | 18277.9781 |
Avg Daily Profit (%) | 0.7012 | 0.6565 | 0.0447 | 0.3038 | 0.2948 | 0.2297 |
Buy And Hold Return (%) | 9369.5628 | 9369.5628 | 9369.5628 | 9369.5628 | 9369.5628 | 9369.5628 |
Max Trade Drawdown | -82581 | -79149 | -108605 | -30041739 | -9792011 | -30331527 |
Profit Factor | 4.5193 | 10.0855 | 1.3524 | 2.353 | 3.8965 | 1.405 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 48.8372 | 51.1628 | 46.5116 | 48.8372 | 51.1628 | 46.5116 |
Ratio Avg Win / Avg Loss | 4.7345 | 9.6271 | 1.5552 | 2.4651 | 3.7194 | 1.6157 |
Largest Winning Trade | 537215 | 537215 | 58563 | 52429408 | 52429408 | 31646603 |
Largest Losing Trade | -55545 | -27502 | -55545 | -21375175 | -8905360 | -21375175 |
Avg Bars in Trades | 50 | 54 | 47 | 50 | 54 | 47 |
Avg Bars in Winners | 83 | 89 | 77 | 83 | 89 | 77 |
Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
Bars Traded | 4379 | 2336 | 2043 | 4379 | 2336 | 2043 |
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 | -146236 | -145108 | -298709 | 474638 | 577274 | 57786 |
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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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