Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9276187.2929 | 9212065.2104 | 64122.0825 | 31480535.9806 | 26404176.8569 | 5076359.1238 |
Total P&L (%) | 9276.1873 | 9212.0652 | 64.1221 | 31480.536 | 26404.1769 | 5076.3591 |
Avg Daily Profit (%) | 4.095 | 4.0667 | 0.0283 | 0.2544 | 0.2466 | 0.1744 |
Buy And Hold Return (%) | 9213.0223 | 9213.0223 | 9213.0223 | 9213.0223 | 9213.0223 | 9213.0223 |
Max Trade Drawdown | -77990 | -90458 | -38526 | -14466662 | -12669094 | -9338677 |
Profit Factor | 23.5603 | 29.5291 | 1.7264 | 1.5865 | 1.6741 | 1.35 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 44 | 28 | 16 | 44 | 28 | 16 |
Profitability (%) | 54.6392 | 41.6667 | 67.3469 | 54.6392 | 41.6667 | 67.3469 |
Ratio Avg Win / Avg Loss | 19.5595 | 41.3408 | 0.8371 | 1.3171 | 2.3437 | 0.6546 |
Largest Winning Trade | 8931499 | 8931499 | 16727 | 20007069 | 20007069 | 2751452 |
Largest Losing Trade | -39833 | -39833 | -23541 | -7004586 | -5098530 | -7004586 |
Avg Bars in Trades | 89 | 166 | 15 | 89 | 166 | 15 |
Avg Bars in Winners | 96 | 234 | 13 | 96 | 234 | 13 |
Avg Bars in Losers | 81 | 117 | 18 | 81 | 117 | 18 |
Bars Traded | 8723 | 7983 | 740 | 8723 | 7983 | 740 |
Profit Streak | 73.4848 | 77.2348 | 73.4848 | 73.4848 | 77.2348 | 73.4848 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137346 | -143899 | -317166 | 339218 | 208189 | -156055 |
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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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