Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060569.7726 | 994420.7289 | 66149.0438 | 18604417.8537 | 18476383.9465 | 128033.9071 |
Total P&L (%) | 1060.5698 | 994.4207 | 66.149 | 18604.4179 | 18476.3839 | 128.0339 |
Avg Daily Profit (%) | 0.4243 | 0.3978 | 0.0265 | 0.2095 | 0.2092 | 0.033 |
Buy And Hold Return (%) | 3387.1486 | 3387.1486 | 3387.1486 | 3387.1486 | 3387.1486 | 3387.1486 |
Max Trade Drawdown | -61704 | -34651 | -34306 | -5110874 | -2682261 | -3071338 |
Profit Factor | 4.3848 | 7.3764 | 1.4203 | 2.1873 | 3.9133 | 1.0137 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 49.4624 | 52.1739 | 46.8085 | 49.4624 | 52.1739 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.4801 | 6.7617 | 1.614 | 2.2349 | 3.5872 | 1.152 |
Largest Winning Trade | 588284 | 588284 | 63524 | 7614546 | 7614546 | 1903618 |
Largest Losing Trade | -23391 | -23391 | -22163 | -1991284 | -1871968 | -1991284 |
Avg Bars in Trades | 104 | 156 | 53 | 104 | 156 | 53 |
Avg Bars in Winners | 161 | 233 | 82 | 161 | 233 | 82 |
Avg Bars in Losers | 48 | 71 | 27 | 48 | 71 | 27 |
Bars Traded | 9682 | 7186 | 2495 | 9682 | 7186 | 2495 |
Profit Streak | 0 | 165.9922 | 0 | 0 | 165.9922 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148440 | -145811 | -322531 | 407329 | 568575 | -521195 |
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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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