Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1502193.9593 | 1380020.0626 | 122173.8967 | 103810405.6154 | 74837361.4352 | 28973044.1801 |
Total P&L (%) | 1502.194 | 1380.0201 | 122.1739 | 103810.4056 | 74837.3614 | 28973.0442 |
Avg Daily Profit (%) | 0.6607 | 0.607 | 0.0537 | 0.306 | 0.2916 | 0.2498 |
Buy And Hold Return (%) | 9065.9889 | 9065.9889 | 9065.9889 | 9065.9889 | 9065.9889 | 9065.9889 |
Max Trade Drawdown | -62361 | -86574 | -104480 | -18904743 | -33618403 | -10656689 |
Profit Factor | 5.2651 | 8.5739 | 1.7187 | 2.5354 | 2.5388 | 2.5266 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 56.338 | 57.1429 | 55.5556 | 56.338 | 57.1429 | 55.5556 |
Ratio Avg Win / Avg Loss | 4.0804 | 6.4304 | 1.3749 | 1.9649 | 1.9041 | 2.0213 |
Largest Winning Trade | 421906 | 421906 | 40222 | 60820036 | 60820036 | 22378458 |
Largest Losing Trade | -62361 | -30465 | -62361 | -18904743 | -18904743 | -10656689 |
Avg Bars in Trades | 59 | 80 | 39 | 59 | 80 | 39 |
Avg Bars in Winners | 74 | 100 | 49 | 74 | 100 | 49 |
Avg Bars in Losers | 40 | 54 | 26 | 40 | 54 | 26 |
Bars Traded | 4231 | 2821 | 1410 | 4231 | 2821 | 1410 |
Profit Streak | 0 | 197.2322 | 0 | 0 | 197.2322 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -235990 | -143840 | -284069 | -76401 | 559895 | 398194 |
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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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