Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1786140.0892 | 1729037.7712 | 57102.318 | 40197591.3387 | 39098492.9971 | 1099098.3416 |
Total P&L (%) | 1786.1401 | 1729.0378 | 57.1023 | 40197.5913 | 39098.493 | 1099.0983 |
Avg Daily Profit (%) | 0.7139 | 0.6911 | 0.0228 | 0.2401 | 0.239 | 0.0993 |
Buy And Hold Return (%) | 17923.3784 | 17923.3784 | 17923.3784 | 17923.3784 | 17923.3784 | 17923.3784 |
Max Trade Drawdown | -58002 | -28992 | -34866 | -14383577 | -6386254 | -8038069 |
Profit Factor | 9.6068 | 19.0349 | 1.5114 | 2.1551 | 3.6385 | 1.055 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 46.0526 | 47.3684 | 44.7368 | 46.0526 | 47.3684 | 44.7368 |
Ratio Avg Win / Avg Loss | 11.2537 | 21.1499 | 1.867 | 2.5245 | 4.0427 | 1.3032 |
Largest Winning Trade | 1032421 | 1032421 | 33734 | 29097886 | 29097886 | 6074214 |
Largest Losing Trade | -23828 | -23828 | -10472 | -3025870 | -2904450 | -3025870 |
Avg Bars in Trades | 188 | 220 | 155 | 188 | 220 | 155 |
Avg Bars in Winners | 330 | 383 | 274 | 330 | 383 | 274 |
Avg Bars in Losers | 66 | 74 | 59 | 66 | 74 | 59 |
Bars Traded | 14292 | 8377 | 5915 | 14292 | 8377 | 5915 |
Profit Streak | 0 | 151.7554 | 0 | 0 | 151.7554 | 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 | -200131 | -145449 | -327698 | -48103 | 325876 | -387768 |
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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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