Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22675843.6603 | 22659847.7044 | 15995.9559 | 8418688.7637 | 9385437.0213 | -966748.2576 |
Total P&L (%) | 22675.8437 | 22659.8477 | 15.996 | 8418.6888 | 9385.437 | -966.7483 |
Avg Daily Profit (%) | 9.9872 | 9.9801 | 0.007 | 0.196 | 0.2007 | 0 |
Buy And Hold Return (%) | 8443.5022 | 8443.5022 | 8443.5022 | 8443.5022 | 8443.5022 | 8443.5022 |
Max Trade Drawdown | -151485 | -156992 | -20252 | -15757967 | -15565754 | -1703239 |
Profit Factor | 49.9427 | 57.9931 | 1.2434 | 1.2173 | 1.2796 | 0.8133 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 46.3158 | 40.4255 | 52.0833 | 46.3158 | 40.4255 | 52.0833 |
Ratio Avg Win / Avg Loss | 57.8881 | 85.4635 | 1.1439 | 1.4109 | 1.8857 | 0.7482 |
Largest Winning Trade | 22572223 | 22572223 | 8587 | 18584555 | 18584555 | 665929 |
Largest Losing Trade | -49152 | -49152 | -9856 | -8919317 | -8919317 | -903272 |
Avg Bars in Trades | 135 | 266 | 6 | 135 | 266 | 6 |
Avg Bars in Winners | 187 | 425 | 6 | 187 | 425 | 6 |
Avg Bars in Losers | 89 | 158 | 6 | 89 | 158 | 6 |
Bars Traded | 12830 | 12512 | 318 | 12830 | 12512 | 318 |
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 | 716469 | 627748 | -348816 | -159375 | -125599 | -580141 |
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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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