Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3032579.4227 | 2995041.8799 | 37537.5428 | 28688823.6973 | 38932438.5657 | -10243614.8684 |
Total P&L (%) | 3032.5794 | 2995.0419 | 37.5375 | 28688.8237 | 38932.4386 | -10243.6149 |
Avg Daily Profit (%) | 1.3401 | 1.3235 | 0.0166 | 0.2505 | 0.264 | 0 |
Buy And Hold Return (%) | 11266.9093 | 11266.9093 | 11266.9093 | 11266.9093 | 11266.9093 | 11266.9093 |
Max Trade Drawdown | -84175 | -67577 | -88212 | -21907707 | -15835440 | -25146373 |
Profit Factor | 7.9212 | 14.5857 | 1.1724 | 1.2861 | 1.8114 | 0.8041 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 46.25 | 45 | 47.5 | 46.25 | 45 | 47.5 |
Ratio Avg Win / Avg Loss | 9.2058 | 17.827 | 1.2958 | 1.4947 | 2.214 | 0.8887 |
Largest Winning Trade | 2163083 | 2163083 | 52697 | 21113854 | 21113854 | 9155861 |
Largest Losing Trade | -31821 | -31821 | -26429 | -9351217 | -9351217 | -8914936 |
Avg Bars in Trades | 81 | 86 | 75 | 81 | 86 | 75 |
Avg Bars in Winners | 108 | 125 | 92 | 108 | 125 | 92 |
Avg Bars in Losers | 57 | 54 | 61 | 57 | 54 | 61 |
Bars Traded | 6485 | 3447 | 3038 | 6485 | 3447 | 3038 |
Profit Streak | 0 | 223.5896 | 0 | 0 | 223.5896 | 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 | -168850 | -144188 | -368268 | -20281 | 315196 | -581722 |
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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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