Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2236050.0914 | 2161301.6156 | 74748.4757 | 29556755.6303 | 24384164.1043 | 5172591.5259 |
Total P&L (%) | 2236.0501 | 2161.3016 | 74.7485 | 29556.7556 | 24384.1641 | 5172.5915 |
Avg Daily Profit (%) | 0.9866 | 0.9536 | 0.033 | 0.2515 | 0.243 | 0.1751 |
Buy And Hold Return (%) | 10909.2387 | 10909.2387 | 10909.2387 | 10909.2387 | 10909.2387 | 10909.2387 |
Max Trade Drawdown | -116635 | -53155 | -84406 | -4439400 | -3877727 | -4439400 |
Profit Factor | 5.5319 | 10.4909 | 1.2813 | 2.2293 | 3.0252 | 1.4309 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 51.1628 | 44.186 | 58.1395 | 51.1628 | 44.186 | 58.1395 |
Ratio Avg Win / Avg Loss | 5.2804 | 13.2517 | 0.9226 | 2.1279 | 3.8213 | 1.0303 |
Largest Winning Trade | 1071090 | 1071090 | 58958 | 11134515 | 11134515 | 6212260 |
Largest Losing Trade | -84406 | -25960 | -84406 | -4439400 | -3877727 | -4439400 |
Avg Bars in Trades | 154 | 163 | 144 | 154 | 163 | 144 |
Avg Bars in Winners | 193 | 223 | 170 | 193 | 223 | 170 |
Avg Bars in Losers | 113 | 117 | 109 | 113 | 117 | 109 |
Bars Traded | 13275 | 7047 | 6228 | 13275 | 7047 | 6228 |
Profit Streak | 0 | 226.1988 | 0 | 0 | 226.1988 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143884 | -144779 | -315201 | 350326 | 289195 | -155963 |
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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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