Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15110121.042 | 15158642.6556 | -48521.6136 | 2782172.9998 | 2056577.4352 | 725595.5646 |
Total P&L (%) | 15110.121 | 15158.6427 | -48.5216 | 2782.173 | 2056.5774 | 725.5956 |
Avg Daily Profit (%) | 6.6535 | 6.6749 | -0.0214 | 0.1481 | 0.1353 | 0.093 |
Buy And Hold Return (%) | 8201.7622 | 8201.7622 | 8201.7622 | 8201.7622 | 8201.7622 | 8201.7622 |
Max Trade Drawdown | -205028 | -145244 | -84223 | -9746147 | -6954647 | -3446408 |
Profit Factor | 16.0512 | 26.4689 | 0.8813 | 1.0965 | 1.1092 | 1.0726 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 162 | 76 | 86 | 162 | 76 | 86 |
Losing Trades | 187 | 98 | 89 | 187 | 98 | 89 |
Profitability (%) | 46.4183 | 43.6782 | 49.1429 | 46.4183 | 43.6782 | 49.1429 |
Ratio Avg Win / Avg Loss | 18.5283 | 34.131 | 0.912 | 1.2657 | 1.4302 | 1.11 |
Largest Winning Trade | 15043496 | 15043496 | 23720 | 6194976 | 6194976 | 869640 |
Largest Losing Trade | -35552 | -35552 | -25833 | -1769027 | -1769027 | -1733213 |
Avg Bars in Trades | 37 | 55 | 19 | 37 | 55 | 19 |
Avg Bars in Winners | 50 | 83 | 21 | 50 | 83 | 21 |
Avg Bars in Losers | 26 | 34 | 16 | 26 | 34 | 16 |
Bars Traded | 13081 | 9726 | 3355 | 13081 | 9726 | 3355 |
Profit Streak | 0 | 79.3665 | 0 | 0 | 79.3665 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 610692 | 540950 | -580472 | -274655 | -279735 | -374558 |
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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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