Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2654779.0821 | 2598628.6136 | 56150.4685 | 25554016.0661 | 14735836.3015 | 10818179.7646 |
Total P&L (%) | 2654.7791 | 2598.6286 | 56.1505 | 25554.0161 | 14735.8363 | 10818.1798 |
Avg Daily Profit (%) | 1.1758 | 1.1509 | 0.0249 | 0.246 | 0.2217 | 0.2081 |
Buy And Hold Return (%) | 8589.9887 | 8589.9887 | 8589.9887 | 8589.9887 | 8589.9887 | 8589.9887 |
Max Trade Drawdown | -85370 | -99982 | -56513 | -15094713 | -12268220 | -8781397 |
Profit Factor | 5.6817 | 8.5846 | 1.2502 | 1.5622 | 1.5253 | 1.6216 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 48.3333 | 41.6667 | 55 | 48.3333 | 41.6667 | 55 |
Ratio Avg Win / Avg Loss | 6.0735 | 12.0185 | 1.0229 | 1.6699 | 2.1355 | 1.3267 |
Largest Winning Trade | 1809113 | 1809113 | 30378 | 20426553 | 20426553 | 7576136 |
Largest Losing Trade | -33043 | -31510 | -33043 | -7029456 | -5888172 | -7029456 |
Avg Bars in Trades | 110 | 134 | 86 | 110 | 134 | 86 |
Avg Bars in Winners | 147 | 198 | 109 | 147 | 198 | 109 |
Avg Bars in Losers | 75 | 88 | 57 | 75 | 88 | 57 |
Bars Traded | 13243 | 8064 | 5179 | 13243 | 8064 | 5179 |
Profit Streak | 59.87 | 64.0367 | 59.87 | 59.87 | 64.0367 | 59.87 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142926 | -315504 | -493617 | 329712 | -169716 | -242983 |
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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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