Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2756698.8469 | 2678914.4036 | 77784.4433 | 55470755.0571 | 43616588.5056 | 11854166.5515 |
Total P&L (%) | 2756.6988 | 2678.9144 | 77.7844 | 55470.7551 | 43616.5885 | 11854.1666 |
Avg Daily Profit (%) | 1.2207 | 1.1862 | 0.0344 | 0.2803 | 0.2696 | 0.212 |
Buy And Hold Return (%) | 9972.2449 | 9972.2449 | 9972.2449 | 9972.2449 | 9972.2449 | 9972.2449 |
Max Trade Drawdown | -122696 | -79872 | -63360 | -16864278 | -10631344 | -14863706 |
Profit Factor | 7.2731 | 12.5148 | 1.3761 | 1.858 | 2.3334 | 1.3712 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 42.5532 | 44.6809 | 40.4255 | 42.5532 | 44.6809 | 40.4255 |
Ratio Avg Win / Avg Loss | 9.8187 | 15.4945 | 2.028 | 2.5084 | 2.889 | 2.0207 |
Largest Winning Trade | 1843618 | 1843618 | 49988 | 28204433 | 28204433 | 21153394 |
Largest Losing Trade | -21566 | -21566 | -21468 | -7884638 | -5605255 | -7884638 |
Avg Bars in Trades | 68 | 70 | 66 | 68 | 70 | 66 |
Avg Bars in Winners | 101 | 96 | 106 | 101 | 96 | 106 |
Avg Bars in Losers | 44 | 49 | 39 | 44 | 49 | 39 |
Bars Traded | 6449 | 3320 | 3129 | 6449 | 3320 | 3129 |
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 | -146363 | -145735 | -314642 | 311266 | 331163 | -100937 |
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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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