Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2363256.9341 | 2276386.8797 | 86870.0544 | 55147678.5144 | 56299671.0683 | -1151992.5539 |
Total P&L (%) | 2363.2569 | 2276.3869 | 86.8701 | 55147.6785 | 56299.6711 | -1151.9926 |
Avg Daily Profit (%) | 1.0418 | 1.0036 | 0.0383 | 0.2788 | 0.2797 | 0 |
Buy And Hold Return (%) | 9589.7758 | 9589.7758 | 9589.7758 | 9589.7758 | 9589.7758 | 9589.7758 |
Max Trade Drawdown | -67750 | -85772 | -42488 | -23331573 | -18186199 | -21094297 |
Profit Factor | 7.434 | 14.2154 | 1.4454 | 1.5479 | 2.2859 | 0.9797 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 41.2371 | 39.5833 | 42.8571 | 41.2371 | 39.5833 | 42.8571 |
Ratio Avg Win / Avg Loss | 10.5934 | 21.6972 | 1.9271 | 2.2057 | 3.4891 | 1.3063 |
Largest Winning Trade | 1472763 | 1472763 | 48866 | 42638225 | 42638225 | 20683984 |
Largest Losing Trade | -20926 | -13919 | -20926 | -14208040 | -5345371 | -14208040 |
Avg Bars in Trades | 68 | 62 | 74 | 68 | 62 | 74 |
Avg Bars in Winners | 127 | 118 | 136 | 127 | 118 | 136 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 6684 | 3021 | 3663 | 6684 | 3021 | 3663 |
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 | -147022 | -147869 | -308119 | 267780 | 300806 | -581792 |
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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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