Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1433039.9124 | 1322567.7335 | 110472.1789 | 107199147.2645 | 96683968.6596 | 10515178.6049 |
Total P&L (%) | 1433.0399 | 1322.5677 | 110.4722 | 107199.1473 | 96683.9687 | 10515.1786 |
Avg Daily Profit (%) | 0.6321 | 0.5834 | 0.0487 | 0.3083 | 0.3037 | 0.206 |
Buy And Hold Return (%) | 10788.8113 | 10788.8113 | 10788.8113 | 10788.8113 | 10788.8113 | 10788.8113 |
Max Trade Drawdown | -90481 | -66302 | -98758 | -52837234 | -30156866 | -35389479 |
Profit Factor | 4.4192 | 8.2323 | 1.4676 | 1.8011 | 2.4773 | 1.1538 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 55.4217 | 56.0976 | 54.7619 | 55.4217 | 56.0976 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.5546 | 6.4427 | 1.2124 | 1.4487 | 1.9388 | 0.9531 |
Largest Winning Trade | 341633 | 341633 | 47454 | 59909317 | 59909317 | 35559729 |
Largest Losing Trade | -45518 | -31951 | -45518 | -26264274 | -15021669 | -26264274 |
Avg Bars in Trades | 51 | 57 | 45 | 51 | 57 | 45 |
Avg Bars in Winners | 73 | 81 | 65 | 73 | 81 | 65 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 4244 | 2347 | 1897 | 4244 | 2347 | 1897 |
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 | -147252 | -145108 | -291840 | 384977 | 520987 | -210047 |
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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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