Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2892826.2016 | 2816919.4449 | 75906.7568 | 49853036.6756 | 25788336.1917 | 24064700.4839 |
Total P&L (%) | 2892.8262 | 2816.9194 | 75.9068 | 49853.0367 | 25788.3362 | 24064.7005 |
Avg Daily Profit (%) | 1.2787 | 1.2451 | 0.0336 | 0.275 | 0.2459 | 0.2429 |
Buy And Hold Return (%) | 11287.4016 | 11287.4016 | 11287.4016 | 11287.4016 | 11287.4016 | 11287.4016 |
Max Trade Drawdown | -180948 | -147958 | -49522 | -21375728 | -21470074 | -7850195 |
Profit Factor | 6.3388 | 9.1239 | 1.3891 | 1.6586 | 1.4749 | 2.125 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 50.5882 | 50 | 51.1628 | 50.5882 | 50 | 51.1628 |
Ratio Avg Win / Avg Loss | 6.1914 | 9.1239 | 1.3259 | 1.6201 | 1.4749 | 2.0284 |
Largest Winning Trade | 1689552 | 1689552 | 39362 | 30444873 | 30444873 | 11646361 |
Largest Losing Trade | -40907 | -40907 | -23187 | -16804992 | -16804992 | -7850195 |
Avg Bars in Trades | 155 | 240 | 73 | 155 | 240 | 73 |
Avg Bars in Winners | 186 | 291 | 85 | 186 | 291 | 85 |
Avg Bars in Losers | 124 | 188 | 59 | 124 | 188 | 59 |
Bars Traded | 13225 | 10083 | 3142 | 13225 | 10083 | 3142 |
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 | -143364 | -143653 | -313018 | 369793 | 166870 | 238971 |
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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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