Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1855512.4587 | 1677747.1204 | 177765.3383 | 30212297.7362 | 13426303.3521 | 16785994.3841 |
Total P&L (%) | 1855.5125 | 1677.7471 | 177.7653 | 30212.2977 | 13426.3034 | 16785.9944 |
Avg Daily Profit (%) | 0.8229 | 0.7441 | 0.0788 | 0.2537 | 0.2179 | 0.2277 |
Buy And Hold Return (%) | 347.4609 | 347.4609 | 347.4609 | 347.4609 | 347.4609 | 347.4609 |
Max Trade Drawdown | -95946 | -42244 | -71755 | -49391391 | -22883232 | -36431892 |
Profit Factor | 5.5606 | 12.7978 | 1.6717 | 1.2437 | 1.2641 | 1.2295 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 50 | 47.5 | 52.5 | 50 | 47.5 | 52.5 |
Ratio Avg Win / Avg Loss | 5.5606 | 14.145 | 1.5125 | 1.2437 | 1.3972 | 1.1124 |
Largest Winning Trade | 1234328 | 1234328 | 59384 | 21186274 | 21186274 | 20600609 |
Largest Losing Trade | -45677 | -16718 | -45677 | -18946424 | -11308183 | -18946424 |
Avg Bars in Trades | 160 | 125 | 195 | 160 | 125 | 195 |
Avg Bars in Winners | 230 | 179 | 277 | 230 | 179 | 277 |
Avg Bars in Losers | 90 | 76 | 105 | 90 | 76 | 105 |
Bars Traded | 12849 | 5020 | 7829 | 12849 | 5020 | 7829 |
Profit Streak | 33.5698 | 0 | 34.5698 | 33.5698 | 0 | 34.5698 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2950 | 676311 | -249405 | -14999 | 255990 | 317597 |
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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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