Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1524087.728 | 1430982.778 | 93104.95 | 76471265.6933 | 65995501.4892 | 10475764.204 |
Total P&L (%) | 1524.0877 | 1430.9828 | 93.105 | 76471.2657 | 65995.5015 | 10475.7642 |
Avg Daily Profit (%) | 0.6698 | 0.6289 | 0.0409 | 0.2923 | 0.2858 | 0.2051 |
Buy And Hold Return (%) | 9146.1388 | 9146.1388 | 9146.1388 | 9146.1388 | 9146.1388 | 9146.1388 |
Max Trade Drawdown | -98465 | -87460 | -94251 | -24024217 | -7539638 | -21949356 |
Profit Factor | 4.4784 | 8.7936 | 1.3658 | 2.2184 | 3.7592 | 1.2697 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 45.3488 | 48.8372 | 41.8605 | 45.3488 | 48.8372 | 41.8605 |
Ratio Avg Win / Avg Loss | 5.397 | 9.2123 | 1.8969 | 2.6734 | 3.9382 | 1.7634 |
Largest Winning Trade | 536515 | 536515 | 52979 | 39428007 | 39428007 | 21827065 |
Largest Losing Trade | -42007 | -20075 | -42007 | -18119036 | -6120631 | -18119036 |
Avg Bars in Trades | 74 | 77 | 71 | 74 | 77 | 71 |
Avg Bars in Winners | 117 | 119 | 114 | 117 | 119 | 114 |
Avg Bars in Losers | 38 | 37 | 40 | 38 | 37 | 40 |
Bars Traded | 6399 | 3330 | 3068 | 6399 | 3330 | 3068 |
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 | -147891 | -145947 | -305543 | 412889 | 549173 | -114573 |
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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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