Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9173924.9451 | 9191804.3995 | -17879.4544 | 2522606.3874 | 1764217.7993 | 758388.5881 |
Total P&L (%) | 9173.9249 | 9191.8044 | -17.8795 | 2522.6064 | 1764.2178 | 758.3886 |
Avg Daily Profit (%) | 4.6722 | 4.6813 | -0.0091 | 0.1665 | 0.1491 | 0.1096 |
Buy And Hold Return (%) | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 |
Max Trade Drawdown | -144466 | -58452 | -88026 | -2509107 | -1733266 | -1239393 |
Profit Factor | 17.6368 | 35.2368 | 0.9368 | 1.3068 | 1.403 | 1.1972 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 49.3671 | 48.7179 | 50 | 49.3671 | 48.7179 | 50 |
Ratio Avg Win / Avg Loss | 18.089 | 37.0914 | 0.9368 | 1.3403 | 1.4768 | 1.1972 |
Largest Winning Trade | 9149479 | 9149479 | 42220 | 1229492 | 1229492 | 925444 |
Largest Losing Trade | -43822 | -43822 | -38155 | -1068959 | -1068959 | -904943 |
Avg Bars in Trades | 94 | 153 | 36 | 94 | 153 | 36 |
Avg Bars in Winners | 119 | 205 | 37 | 119 | 205 | 37 |
Avg Bars in Losers | 70 | 105 | 35 | 70 | 105 | 35 |
Bars Traded | 7458 | 6005 | 1454 | 7458 | 6005 | 1454 |
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 | -7439 | 850137 | -580749 | -32102 | -86209 | -215646 |
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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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