Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 17323853.8148 | 17300305.8327 | 23547.9822 | 11065565.4654 | 9582766.0646 | 1482799.4008 |
Total P&L (%) | 17323.8538 | 17300.3058 | 23.548 | 11065.5655 | 9582.7661 | 1482.7994 |
Avg Daily Profit (%) | 7.5634 | 7.5531 | 0.0103 | 0.2061 | 0.1998 | 0.1206 |
Buy And Hold Return (%) | 5868.6503 | 5868.6503 | 5868.6503 | 5868.6503 | 5868.6503 | 5868.6503 |
Max Trade Drawdown | -170774 | -160178 | -19553 | -17738262 | -16482467 | -1721413 |
Profit Factor | 31.3915 | 36.8163 | 1.2707 | 1.2236 | 1.2234 | 1.2245 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 50.8197 | 44.2623 | 57.377 | 50.8197 | 44.2623 | 57.377 |
Ratio Avg Win / Avg Loss | 30.3789 | 46.3613 | 0.9439 | 1.1841 | 1.5406 | 0.9096 |
Largest Winning Trade | 17117429 | 17117429 | 13164 | 17827073 | 17827073 | 2360470 |
Largest Losing Trade | -39800 | -39800 | -16333 | -8076118 | -8076118 | -1307321 |
Avg Bars in Trades | 110 | 214 | 6 | 110 | 214 | 6 |
Avg Bars in Winners | 139 | 310 | 6 | 139 | 310 | 6 |
Avg Bars in Losers | 81 | 138 | 6 | 81 | 138 | 6 |
Bars Traded | 13487 | 13099 | 388 | 13487 | 13099 | 388 |
Profit Streak | 0 | 0 | 110.1254 | 0 | 0 | 110.1254 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 782932 | -142597 | -506522 | 17437 | -164484 | -359231 |
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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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