Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2375420.5349 | 2292060.8983 | 83359.6366 | 51114212.7215 | 50418247.9308 | 695964.7908 |
Total P&L (%) | 2375.4205 | 2292.0609 | 83.3596 | 51114.2127 | 50418.2479 | 695.9648 |
Avg Daily Profit (%) | 1.0517 | 1.0148 | 0.0369 | 0.2766 | 0.276 | 0.0919 |
Buy And Hold Return (%) | 8249.9792 | 8249.9792 | 8249.9792 | 8249.9792 | 8249.9792 | 8249.9792 |
Max Trade Drawdown | -78734 | -44832 | -76705 | -35871498 | -8203837 | -27810694 |
Profit Factor | 6.7703 | 15.0363 | 1.3356 | 1.7129 | 2.8676 | 1.0156 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 51.25 | 50 | 52.5 | 51.25 | 50 | 52.5 |
Ratio Avg Win / Avg Loss | 6.4401 | 15.0363 | 1.2084 | 1.6294 | 2.8676 | 0.9188 |
Largest Winning Trade | 1415787 | 1415787 | 50767 | 38173125 | 38173125 | 21202223 |
Largest Losing Trade | -60732 | -19947 | -60732 | -18781100 | -8203837 | -18781100 |
Avg Bars in Trades | 163 | 151 | 175 | 163 | 151 | 175 |
Avg Bars in Winners | 254 | 237 | 270 | 254 | 237 | 270 |
Avg Bars in Losers | 68 | 66 | 70 | 68 | 66 | 70 |
Bars Traded | 13084 | 6070 | 7014 | 13084 | 6070 | 7014 |
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 | -167480 | -143868 | -308720 | -12213 | 489509 | -440371 |
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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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