Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1350864.3718 | 1261703.6688 | 89160.7031 | 35787114.7972 | 29123506.6175 | 6663608.1797 |
Total P&L (%) | 1350.8644 | 1261.7037 | 89.1607 | 35787.1148 | 29123.5066 | 6663.6082 |
Avg Daily Profit (%) | 0.7229 | 0.6752 | 0.0477 | 0.3153 | 0.3043 | 0.2258 |
Buy And Hold Return (%) | 6975.7381 | 6975.7381 | 6975.7381 | 6975.7381 | 6975.7381 | 6975.7381 |
Max Trade Drawdown | -104856 | -95364 | -94273 | -5833575 | -4167910 | -6273277 |
Profit Factor | 3.5504 | 5.7074 | 1.3408 | 2.2326 | 2.9501 | 1.4726 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 49.4949 | 53.0612 | 46 | 49.4949 | 53.0612 | 46 |
Ratio Avg Win / Avg Loss | 3.6229 | 5.0489 | 1.5739 | 2.2781 | 2.6097 | 1.7287 |
Largest Winning Trade | 339274 | 339274 | 44246 | 13431952 | 13431952 | 4462280 |
Largest Losing Trade | -51883 | -51883 | -33139 | -4144708 | -4144708 | -2566468 |
Avg Bars in Trades | 106 | 150 | 62 | 106 | 150 | 62 |
Avg Bars in Winners | 139 | 191 | 80 | 139 | 191 | 80 |
Avg Bars in Losers | 73 | 104 | 46 | 73 | 104 | 46 |
Bars Traded | 10500 | 7378 | 3122 | 10500 | 7378 | 3122 |
Profit Streak | 0 | 99.71 | 0 | 0 | 99.71 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146471 | -144311 | -475133 | 435351 | 487780 | -336881 |
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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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