Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1569302.7802 | 1498989.341 | 70313.4391 | 40307018.223 | 28723769.7212 | 11583248.5018 |
Total P&L (%) | 1569.3028 | 1498.9893 | 70.3134 | 40307.0182 | 28723.7697 | 11583.2485 |
Avg Daily Profit (%) | 0.7535 | 0.7197 | 0.0338 | 0.2886 | 0.2723 | 0.2288 |
Buy And Hold Return (%) | 11319.7978 | 11319.7978 | 11319.7978 | 11319.7978 | 11319.7978 | 11319.7978 |
Max Trade Drawdown | -105831 | -97313 | -86268 | -21603852 | -25699690 | -8014976 |
Profit Factor | 4.0555 | 6.4746 | 1.2932 | 1.5536 | 1.6035 | 1.4594 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 47.4227 | 47.9167 | 46.9388 | 47.4227 | 47.9167 | 46.9388 |
Ratio Avg Win / Avg Loss | 4.4963 | 7.0376 | 1.4619 | 1.7224 | 1.7429 | 1.6497 |
Largest Winning Trade | 682429 | 682429 | 40277 | 29411691 | 29411691 | 8218909 |
Largest Losing Trade | -37135 | -37135 | -36499 | -13906003 | -13906003 | -4518907 |
Avg Bars in Trades | 250 | 299 | 202 | 250 | 299 | 202 |
Avg Bars in Winners | 347 | 422 | 272 | 347 | 422 | 272 |
Avg Bars in Losers | 162 | 185 | 140 | 162 | 185 | 140 |
Bars Traded | 24278 | 14353 | 9925 | 24278 | 14353 | 9925 |
Profit Streak | 0 | 77.8379 | 0 | 0 | 77.8379 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146650 | -144527 | -314622 | 294583 | 302794 | -149178 |
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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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