Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2543972.9019 | 2460349.6059 | 83623.296 | 47243776.8195 | 39414951.0645 | 7828825.755 |
Total P&L (%) | 2543.9729 | 2460.3496 | 83.6233 | 47243.7768 | 39414.9511 | 7828.8258 |
Avg Daily Profit (%) | 1.1226 | 1.0857 | 0.0369 | 0.2722 | 0.2642 | 0.1932 |
Buy And Hold Return (%) | 9931.1761 | 9931.1761 | 9931.1761 | 9931.1761 | 9931.1761 | 9931.1761 |
Max Trade Drawdown | -97342 | -77472 | -43595 | -14175460 | -11624056 | -8687934 |
Profit Factor | 7.5218 | 11.6774 | 1.5238 | 1.8199 | 2.1798 | 1.3233 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 45.4545 | 40.9091 | 50 | 45.4545 | 40.9091 | 50 |
Ratio Avg Win / Avg Loss | 9.0262 | 16.8673 | 1.5238 | 2.1839 | 3.1486 | 1.3233 |
Largest Winning Trade | 1756885 | 1756885 | 46020 | 28766485 | 28766485 | 11803164 |
Largest Losing Trade | -23551 | -20001 | -23551 | -4643678 | -4643678 | -3483813 |
Avg Bars in Trades | 151 | 201 | 101 | 151 | 201 | 101 |
Avg Bars in Winners | 233 | 333 | 152 | 233 | 333 | 152 |
Avg Bars in Losers | 83 | 110 | 50 | 83 | 110 | 50 |
Bars Traded | 13352 | 8881 | 4471 | 13352 | 8881 | 4471 |
Profit Streak | 0 | 228.4363 | 0 | 0 | 228.4363 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145336 | -145956 | -306761 | 324919 | 301056 | -157513 |
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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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