Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13260620.8767 | 13151150.5837 | 109470.2929 | 81680801.9014 | 50341575.9954 | 31339225.9061 |
Total P&L (%) | 13260.6209 | 13151.1506 | 109.4703 | 81680.8019 | 50341.576 | 31339.2259 |
Avg Daily Profit (%) | 5.8753 | 5.8268 | 0.0485 | 0.2976 | 0.2761 | 0.2551 |
Buy And Hold Return (%) | 7411.8312 | 7411.8312 | 7411.8312 | 7411.8312 | 7411.8312 | 7411.8312 |
Max Trade Drawdown | -96589 | -111348 | -27869 | -37663003 | -30631129 | -14209303 |
Profit Factor | 29.3705 | 42.6782 | 1.7208 | 1.9712 | 1.9819 | 1.9545 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 46.9027 | 41.0714 | 52.6316 | 46.9027 | 41.0714 | 52.6316 |
Ratio Avg Win / Avg Loss | 33.2496 | 61.234 | 1.5487 | 2.2316 | 2.8436 | 1.759 |
Largest Winning Trade | 12837143 | 12837143 | 34088 | 37426847 | 37426847 | 15914464 |
Largest Losing Trade | -32621 | -32621 | -17137 | -13894600 | -13894600 | -8042374 |
Avg Bars in Trades | 38 | 67 | 11 | 38 | 67 | 11 |
Avg Bars in Winners | 44 | 86 | 12 | 44 | 86 | 12 |
Avg Bars in Losers | 34 | 53 | 9 | 34 | 53 | 9 |
Bars Traded | 4393 | 3759 | 634 | 4393 | 3759 | 634 |
Profit Streak | 0 | 154.6075 | 0 | 0 | 154.6075 | 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 | 549825 | -166096 | -470088 | 421639 | -169860 | -169234 |
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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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