Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2545321.2224 | 2464345.0484 | 80976.174 | 53882370.5585 | 44749334.4587 | 9133036.0998 |
Total P&L (%) | 2545.3212 | 2464.345 | 80.9762 | 53882.3706 | 44749.3345 | 9133.0361 |
Avg Daily Profit (%) | 1.1204 | 1.0848 | 0.0356 | 0.2773 | 0.2691 | 0.1994 |
Buy And Hold Return (%) | 8064.9 | 8064.9 | 8064.9 | 8064.9 | 8064.9 | 8064.9 |
Max Trade Drawdown | -83530 | -36869 | -60573 | -8435576 | -8462864 | -6249423 |
Profit Factor | 6.8908 | 12.8469 | 1.3614 | 2.1893 | 2.8006 | 1.4465 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 48.6301 | 45.2055 | 52.0548 | 48.6301 | 45.2055 | 52.0548 |
Ratio Avg Win / Avg Loss | 7.279 | 15.572 | 1.2539 | 2.3126 | 3.3946 | 1.3323 |
Largest Winning Trade | 1705370 | 1705370 | 53846 | 25614113 | 25614113 | 12213447 |
Largest Losing Trade | -57459 | -21911 | -57459 | -8435576 | -8435576 | -4541012 |
Avg Bars in Trades | 59 | 57 | 60 | 59 | 57 | 60 |
Avg Bars in Winners | 79 | 83 | 76 | 79 | 83 | 76 |
Avg Bars in Losers | 39 | 36 | 43 | 39 | 36 | 43 |
Bars Traded | 8637 | 4225 | 4412 | 8637 | 4225 | 4412 |
Profit Streak | 0 | 149.6304 | 0 | 0 | 149.6304 | 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 | -143951 | -216307 | -382290 | 450182 | -59464 | -187253 |
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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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