Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8622453.7807 | 8653862.0865 | -31408.3057 | 1796497.1424 | 1784809.5216 | 11687.6208 |
Total P&L (%) | 8622.4538 | 8653.8621 | -31.4083 | 1796.4971 | 1784.8095 | 11.6876 |
Avg Daily Profit (%) | 5.0631 | 5.0815 | -0.0184 | 0.1729 | 0.1726 | 0.0065 |
Buy And Hold Return (%) | 1996.1326 | 1996.1326 | 1996.1326 | 1996.1326 | 1996.1326 | 1996.1326 |
Max Trade Drawdown | -129544 | -78219 | -101362 | -9810754 | -8625381 | -4394559 |
Profit Factor | 15.9805 | 26.6719 | 0.8683 | 1.064 | 1.0978 | 1.0012 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 45.5556 | 44.4444 | 46.6667 | 45.5556 | 44.4444 | 46.6667 |
Ratio Avg Win / Avg Loss | 19.0987 | 33.3398 | 0.9923 | 1.2717 | 1.3722 | 1.1442 |
Largest Winning Trade | 8595473 | 8595473 | 53824 | 8003326 | 8003326 | 2896118 |
Largest Losing Trade | -54858 | -48977 | -54858 | -5506540 | -5506540 | -3146921 |
Avg Bars in Trades | 217 | 339 | 96 | 217 | 339 | 96 |
Avg Bars in Winners | 295 | 497 | 101 | 295 | 497 | 101 |
Avg Bars in Losers | 153 | 212 | 91 | 153 | 212 | 91 |
Bars Traded | 19596 | 15274 | 4322 | 19596 | 15274 | 4322 |
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 | 757644 | 736320 | -582008 | -309538 | -273040 | -570374 |
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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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