Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2975801.6616 | 2861660.1248 | 114141.5368 | 102126364.6447 | 84084074.2019 | 18042290.4428 |
Total P&L (%) | 2975.8017 | 2861.6601 | 114.1415 | 102126.3646 | 84084.0742 | 18042.2904 |
Avg Daily Profit (%) | 1.3167 | 1.2662 | 0.0505 | 0.3071 | 0.2985 | 0.2304 |
Buy And Hold Return (%) | 6481.2355 | 6481.2355 | 6481.2355 | 6481.2355 | 6481.2355 | 6481.2355 |
Max Trade Drawdown | -48602 | -65852 | -34716 | -28328615 | -11510451 | -24125687 |
Profit Factor | 9.8958 | 16.6524 | 1.7525 | 2.2341 | 3.3228 | 1.3876 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 35.4167 | 33.3333 | 37.5 | 35.4167 | 33.3333 | 37.5 |
Ratio Avg Win / Avg Loss | 18.0454 | 33.3049 | 2.9208 | 4.0739 | 6.6456 | 2.3126 |
Largest Winning Trade | 2080384 | 2080384 | 54150 | 60537270 | 60537270 | 39676144 |
Largest Losing Trade | -20250 | -18947 | -20250 | -7800908 | -6060592 | -7800908 |
Avg Bars in Trades | 70 | 67 | 72 | 70 | 67 | 72 |
Avg Bars in Winners | 134 | 139 | 130 | 134 | 139 | 130 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 6742 | 3261 | 3481 | 6742 | 3261 | 3481 |
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 | -149050 | -150071 | -292693 | 280427 | 318228 | 70263 |
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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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