Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2178141.738 | 2117730.2309 | 60411.5071 | 30851846.4703 | 34100774.0212 | -3248927.5509 |
Total P&L (%) | 2178.1417 | 2117.7302 | 60.4115 | 30851.8465 | 34100.774 | -3248.9276 |
Avg Daily Profit (%) | 0.9636 | 0.9369 | 0.0267 | 0.254 | 0.2585 | 0 |
Buy And Hold Return (%) | 8979.9166 | 8979.9166 | 8979.9166 | 8979.9166 | 8979.9166 | 8979.9166 |
Max Trade Drawdown | -94682 | -31232 | -98597 | -30105558 | -7345188 | -22760370 |
Profit Factor | 5.8205 | 12.4188 | 1.2268 | 1.5011 | 2.3849 | 0.9121 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 54.7619 | 54.7619 | 54.7619 | 54.7619 | 54.7619 | 54.7619 |
Ratio Avg Win / Avg Loss | 4.8082 | 10.259 | 1.0134 | 1.24 | 1.9701 | 0.7534 |
Largest Winning Trade | 1329762 | 1329762 | 54886 | 25153576 | 25153576 | 13912972 |
Largest Losing Trade | -68644 | -23581 | -68644 | -16709434 | -7345188 | -16709434 |
Avg Bars in Trades | 155 | 142 | 168 | 155 | 142 | 168 |
Avg Bars in Winners | 228 | 203 | 254 | 228 | 203 | 254 |
Avg Bars in Losers | 67 | 69 | 64 | 67 | 69 | 64 |
Bars Traded | 13074 | 5997 | 7077 | 13074 | 5997 | 7077 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143231 | -143304 | -322651 | 285492 | 408195 | -580117 |
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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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