Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1639765.6839 | 1553566.2063 | 86199.4776 | 65383167.1984 | 57598393.3327 | 7784773.8658 |
Total P&L (%) | 1639.7657 | 1553.5662 | 86.1995 | 65383.1672 | 57598.3933 | 7784.7739 |
Avg Daily Profit (%) | 0.7233 | 0.6853 | 0.038 | 0.2864 | 0.2808 | 0.1928 |
Buy And Hold Return (%) | 10495.8333 | 10495.8333 | 10495.8333 | 10495.8333 | 10495.8333 | 10495.8333 |
Max Trade Drawdown | -101566 | -85821 | -89465 | -17317555 | -11099960 | -16052058 |
Profit Factor | 4.1273 | 8.2898 | 1.277 | 1.9155 | 2.8543 | 1.1929 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 43.4343 | 42.8571 | 44 | 43.4343 | 42.8571 | 44 |
Ratio Avg Win / Avg Loss | 5.3751 | 11.0531 | 1.6252 | 2.4946 | 3.8057 | 1.5182 |
Largest Winning Trade | 645157 | 645157 | 59907 | 36846592 | 36846592 | 17345781 |
Largest Losing Trade | -55545 | -19860 | -55545 | -9442378 | -6450541 | -9442378 |
Avg Bars in Trades | 42 | 44 | 41 | 42 | 44 | 41 |
Avg Bars in Winners | 80 | 85 | 74 | 80 | 85 | 74 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 4243 | 2177 | 2066 | 4243 | 2177 | 2066 |
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 | -148401 | -147745 | -489219 | 345971 | 377562 | -347421 |
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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) |
---|