Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 19301849.9084 | 19425228.8502 | -123378.9418 | 522481.5618 | 1275487.5083 | -753005.9465 |
Total P&L (%) | 19301.8499 | 19425.2289 | -123.3789 | 522.4816 | 1275.4875 | -753.0059 |
Avg Daily Profit (%) | 8.5457 | 8.6003 | -0.0546 | 0.081 | 0.1161 | 0 |
Buy And Hold Return (%) | 8248.8534 | 8248.8534 | 8248.8534 | 8248.8534 | 8248.8534 | 8248.8534 |
Max Trade Drawdown | -183786 | -143613 | -133086 | -6955118 | -4740819 | -3940836 |
Profit Factor | 27.2529 | 46.3275 | 0.5977 | 1.0361 | 1.1401 | 0.8598 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 47.1264 | 41.8605 | 52.2727 | 47.1264 | 41.8605 | 52.2727 |
Ratio Avg Win / Avg Loss | 30.5764 | 64.3438 | 0.5457 | 1.1624 | 1.5834 | 0.785 |
Largest Winning Trade | 19278669 | 19278669 | 41091 | 5272581 | 5272581 | 2177822 |
Largest Losing Trade | -47182 | -47182 | -41702 | -2377906 | -1975041 | -2377906 |
Avg Bars in Trades | 149 | 202 | 97 | 149 | 202 | 97 |
Avg Bars in Winners | 129 | 190 | 82 | 129 | 190 | 82 |
Avg Bars in Losers | 166 | 211 | 113 | 166 | 211 | 113 |
Bars Traded | 12998 | 8720 | 4278 | 12998 | 8720 | 4278 |
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 | 682713 | 606047 | -580424 | -431897 | -271805 | -580424 |
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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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