Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2588041.5008 | 2517555.264 | 70486.2368 | 33214043.6424 | 26214796.9827 | 6999246.6597 |
Total P&L (%) | 2588.0415 | 2517.5553 | 70.4862 | 33214.0436 | 26214.797 | 6999.2467 |
Avg Daily Profit (%) | 1.1428 | 1.1117 | 0.0311 | 0.2568 | 0.2464 | 0.1884 |
Buy And Hold Return (%) | 8836.0843 | 8836.0843 | 8836.0843 | 8836.0843 | 8836.0843 | 8836.0843 |
Max Trade Drawdown | -137408 | -67883 | -84719 | -13003056 | -6214036 | -8147305 |
Profit Factor | 7.8417 | 18.1759 | 1.3042 | 1.9489 | 2.8886 | 1.3314 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 50.5376 | 43.4783 | 57.4468 | 50.5376 | 43.4783 | 57.4468 |
Ratio Avg Win / Avg Loss | 7.6749 | 23.6287 | 0.9661 | 1.9075 | 3.7552 | 0.9862 |
Largest Winning Trade | 1720714 | 1720714 | 49384 | 19982886 | 19982886 | 10980960 |
Largest Losing Trade | -61011 | -22644 | -61011 | -4975797 | -3199035 | -4975797 |
Avg Bars in Trades | 143 | 132 | 153 | 143 | 132 | 153 |
Avg Bars in Winners | 203 | 196 | 207 | 203 | 196 | 207 |
Avg Bars in Losers | 82 | 83 | 81 | 82 | 83 | 81 |
Bars Traded | 13349 | 6116 | 7232 | 13349 | 6116 | 7232 |
Profit Streak | 0 | 20.2331 | 0 | 0 | 20.2331 | 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 | -143468 | -145720 | -317595 | 363822 | 320423 | -158183 |
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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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