Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1496615.9243 | 1448618.18 | 47997.7443 | 23113324.5468 | 24504253.9739 | -1390929.4271 |
Total P&L (%) | 1496.6159 | 1448.6182 | 47.9977 | 23113.3245 | 24504.254 | -1390.9294 |
Avg Daily Profit (%) | 0.7976 | 0.772 | 0.0256 | 0.2907 | 0.2939 | 0 |
Buy And Hold Return (%) | 5655.3957 | 5655.3957 | 5655.3957 | 5655.3957 | 5655.3957 | 5655.3957 |
Max Trade Drawdown | -96085 | -70774 | -61467 | -12504855 | -7667962 | -11869855 |
Profit Factor | 3.995 | 7.0635 | 1.184 | 1.5287 | 2.2532 | 0.9424 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 48.2759 | 50 | 46.5517 | 48.2759 | 50 | 46.5517 |
Ratio Avg Win / Avg Loss | 4.2804 | 7.0635 | 1.3595 | 1.6379 | 2.2532 | 1.0821 |
Largest Winning Trade | 600965 | 600965 | 61763 | 11230078 | 11230078 | 7436688 |
Largest Losing Trade | -45399 | -38994 | -45399 | -3687710 | -3687710 | -3625079 |
Avg Bars in Trades | 95 | 98 | 92 | 95 | 98 | 92 |
Avg Bars in Winners | 142 | 148 | 135 | 142 | 148 | 135 |
Avg Bars in Losers | 51 | 48 | 54 | 51 | 48 | 54 |
Bars Traded | 11055 | 5719 | 5336 | 11055 | 5719 | 5336 |
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 | -145936 | -324377 | -523945 | 320341 | -168852 | -760507 |
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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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