Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2729668.8622 | 2627989.9761 | 101678.8861 | 74134296.643 | 58357363.7638 | 15776932.8792 |
Total P&L (%) | 2729.6689 | 2627.99 | 101.6789 | 74134.2966 | 58357.3638 | 15776.9329 |
Avg Daily Profit (%) | 1.2032 | 1.1584 | 0.0448 | 0.2918 | 0.2812 | 0.2236 |
Buy And Hold Return (%) | 9102.7525 | 9102.7525 | 9102.7525 | 9102.7525 | 9102.7525 | 9102.7525 |
Max Trade Drawdown | -56941 | -65136 | -32771 | -12888970 | -12989559 | -10494612 |
Profit Factor | 8.7621 | 14.1771 | 1.6679 | 2.1086 | 2.6104 | 1.515 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 41.3793 | 32.5581 | 50 | 41.3793 | 32.5581 | 50 |
Ratio Avg Win / Avg Loss | 12.4129 | 29.3668 | 1.6679 | 2.9872 | 5.4073 | 1.515 |
Largest Winning Trade | 1776909 | 1776909 | 54434 | 47347576 | 47347576 | 23566747 |
Largest Losing Trade | -26079 | -15402 | -26079 | -9303592 | -9303592 | -9203003 |
Avg Bars in Trades | 153 | 144 | 161 | 153 | 144 | 161 |
Avg Bars in Winners | 275 | 310 | 252 | 275 | 310 | 252 |
Avg Bars in Losers | 66 | 63 | 70 | 66 | 63 | 70 |
Bars Traded | 13311 | 6194 | 7117 | 13311 | 6194 | 7117 |
Profit Streak | 0 | 106.7591 | 0 | 0 | 106.7591 | 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 | -146853 | -149546 | -295607 | 349627 | 271557 | 77024 |
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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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