Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2763225.7579 | 2649398.7613 | 113826.9965 | 107272482.2487 | 82118134.2266 | 25154348.0221 |
Total P&L (%) | 2763.2258 | 2649.3988 | 113.827 | 107272.4822 | 82118.1342 | 25154.348 |
Avg Daily Profit (%) | 1.2171 | 1.167 | 0.0501 | 0.3079 | 0.2961 | 0.2439 |
Buy And Hold Return (%) | 9290.4726 | 9290.4726 | 9290.4726 | 9290.4726 | 9290.4726 | 9290.4726 |
Max Trade Drawdown | -110020 | -61628 | -70819 | -26525150 | -15557029 | -23727801 |
Profit Factor | 7.6872 | 14.2089 | 1.5353 | 1.9265 | 2.5237 | 1.4065 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 43.75 | 43.75 | 43.75 | 43.75 | 43.75 | 43.75 |
Ratio Avg Win / Avg Loss | 9.8836 | 18.2686 | 1.974 | 2.477 | 3.2447 | 1.8083 |
Largest Winning Trade | 1783522 | 1783522 | 51276 | 56200490 | 56200490 | 38426226 |
Largest Losing Trade | -28661 | -28661 | -22883 | -19965806 | -9566234 | -19965806 |
Avg Bars in Trades | 136 | 129 | 142 | 136 | 129 | 142 |
Avg Bars in Winners | 248 | 248 | 248 | 248 | 248 | 248 |
Avg Bars in Losers | 49 | 37 | 60 | 49 | 37 | 60 |
Bars Traded | 13091 | 6239 | 6852 | 13091 | 6239 | 6852 |
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 | -145896 | -146106 | -291443 | 375964 | 407802 | 163660 |
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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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