Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1656139.3656 | 1545441.7472 | 110697.6184 | 84778432.5597 | 72238919.7323 | 12539512.8274 |
Total P&L (%) | 1656.1394 | 1545.4417 | 110.6976 | 84778.4326 | 72238.9197 | 12539.5128 |
Avg Daily Profit (%) | 0.733 | 0.684 | 0.049 | 0.2989 | 0.2918 | 0.2144 |
Buy And Hold Return (%) | 8438.48 | 8438.48 | 8438.48 | 8438.48 | 8438.48 | 8438.48 |
Max Trade Drawdown | -86596 | -40369 | -103686 | -36698893 | -28702284 | -28040166 |
Profit Factor | 4.0581 | 8.4628 | 1.331 | 1.6852 | 2.3608 | 1.1775 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 52.5424 | 49.1525 | 55.9322 | 52.5424 | 49.1525 | 55.9322 |
Ratio Avg Win / Avg Loss | 3.6654 | 8.7546 | 1.0486 | 1.5222 | 2.4422 | 0.9278 |
Largest Winning Trade | 549506 | 549506 | 53346 | 54322851 | 54322851 | 33035516 |
Largest Losing Trade | -61768 | -21390 | -61768 | -18624401 | -16050588 | -18624401 |
Avg Bars in Trades | 110 | 103 | 117 | 110 | 103 | 117 |
Avg Bars in Winners | 159 | 154 | 164 | 159 | 154 | 164 |
Avg Bars in Losers | 56 | 54 | 59 | 56 | 54 | 59 |
Bars Traded | 13083 | 6122 | 6961 | 13083 | 6122 | 6961 |
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 | -145437 | -322085 | -468899 | 457873 | -163691 | -209240 |
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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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