Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2507062.3388 | 2430749.0575 | 76313.2812 | 44871720.6598 | 38486158.8951 | 6385561.7647 |
Total P&L (%) | 2507.0623 | 2430.7491 | 76.3133 | 44871.7207 | 38486.1589 | 6385.5618 |
Avg Daily Profit (%) | 1.1097 | 1.0759 | 0.0338 | 0.2708 | 0.264 | 0.1848 |
Buy And Hold Return (%) | 8181.6844 | 8181.6844 | 8181.6844 | 8181.6844 | 8181.6844 | 8181.6844 |
Max Trade Drawdown | -87340 | -82109 | -79129 | -14675286 | -3630790 | -17571907 |
Profit Factor | 5.2003 | 10.1756 | 1.2299 | 2 | 3.4759 | 1.2177 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 50.3597 | 50.7246 | 50 | 50.3597 | 50.7246 | 50 |
Ratio Avg Win / Avg Loss | 5.126 | 9.8849 | 1.2299 | 1.9714 | 3.3766 | 1.2177 |
Largest Winning Trade | 1376252 | 1376252 | 52433 | 20669131 | 20669131 | 13971721 |
Largest Losing Trade | -56777 | -22649 | -56777 | -7694752 | -2899382 | -7694752 |
Avg Bars in Trades | 95 | 88 | 102 | 95 | 88 | 102 |
Avg Bars in Winners | 140 | 126 | 155 | 140 | 126 | 155 |
Avg Bars in Losers | 49 | 49 | 50 | 49 | 49 | 50 |
Bars Traded | 13300 | 6095 | 7205 | 13300 | 6095 | 7205 |
Profit Streak | 0 | 19.9531 | 0 | 0 | 19.9531 | 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 | -143986 | -244874 | -408348 | 426493 | -87394 | -252746 |
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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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