Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1449743.1368 | 1352715.5785 | 97027.5582 | 71805542.264 | 49541293.3404 | 22264248.9237 |
Total P&L (%) | 1449.7431 | 1352.7156 | 97.0276 | 71805.5423 | 49541.2933 | 22264.2489 |
Avg Daily Profit (%) | 0.6392 | 0.5964 | 0.0428 | 0.2905 | 0.2741 | 0.2388 |
Buy And Hold Return (%) | 10726.7884 | 10726.7884 | 10726.7884 | 10726.7884 | 10726.7884 | 10726.7884 |
Max Trade Drawdown | -62633 | -85341 | -110642 | -35577723 | -30258490 | -14317116 |
Profit Factor | 4.3973 | 6.9882 | 1.4831 | 1.8614 | 1.9479 | 1.716 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 57.1429 | 60 | 54.3478 | 57.1429 | 60 | 54.3478 |
Ratio Avg Win / Avg Loss | 3.298 | 4.6588 | 1.2458 | 1.396 | 1.2986 | 1.4414 |
Largest Winning Trade | 429940 | 429940 | 48510 | 45206351 | 45206351 | 13229920 |
Largest Losing Trade | -52262 | -31090 | -52262 | -22590610 | -22590610 | -11992141 |
Avg Bars in Trades | 46 | 63 | 30 | 46 | 63 | 30 |
Avg Bars in Winners | 60 | 77 | 42 | 60 | 77 | 42 |
Avg Bars in Losers | 27 | 42 | 15 | 27 | 42 | 15 |
Bars Traded | 4234 | 2853 | 1381 | 4234 | 2853 | 1381 |
Profit Streak | 0 | 189.6345 | 0 | 0 | 189.6345 | 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 | -145464 | -143102 | -299702 | 439099 | 443080 | 171455 |
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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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