Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2220385.3155 | 2142642.3576 | 77742.958 | 47691147.1735 | 41709376.5345 | 5981770.639 |
Total P&L (%) | 2220.3853 | 2142.6424 | 77.743 | 47691.1472 | 41709.3765 | 5981.7706 |
Avg Daily Profit (%) | 0.9829 | 0.9485 | 0.0344 | 0.2735 | 0.2675 | 0.182 |
Buy And Hold Return (%) | 9358.2677 | 9358.2677 | 9358.2677 | 9358.2677 | 9358.2677 | 9358.2677 |
Max Trade Drawdown | -76233 | -29072 | -70478 | -11978788 | -6760888 | -14365863 |
Profit Factor | 6.9412 | 17.2375 | 1.3216 | 1.9801 | 3.1857 | 1.2022 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 49.4253 | 52.2727 | 46.5116 | 49.4253 | 52.2727 | 46.5116 |
Ratio Avg Win / Avg Loss | 7.1027 | 15.7386 | 1.5198 | 2.0261 | 2.9087 | 1.3826 |
Largest Winning Trade | 1376748 | 1376748 | 50324 | 27568816 | 27568816 | 15185955 |
Largest Losing Trade | -58124 | -21668 | -58124 | -9336235 | -5074907 | -9336235 |
Avg Bars in Trades | 73 | 67 | 80 | 73 | 67 | 80 |
Avg Bars in Winners | 108 | 96 | 122 | 108 | 96 | 122 |
Avg Bars in Losers | 39 | 35 | 43 | 39 | 35 | 43 |
Bars Traded | 6433 | 2975 | 3459 | 6433 | 2975 | 3459 |
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 | -143915 | -143601 | -312676 | 402017 | 476655 | -159713 |
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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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