Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1694559.3489 | 1556207.6396 | 138351.7094 | 163580907.5392 | 125370729.6365 | 38210177.9026 |
Total P&L (%) | 1694.5593 | 1556.2076 | 138.3517 | 163580.9075 | 125370.7296 | 38210.1779 |
Avg Daily Profit (%) | 0.7505 | 0.6892 | 0.0613 | 0.3283 | 0.3165 | 0.2638 |
Buy And Hold Return (%) | 8738.3132 | 8738.3132 | 8738.3132 | 8738.3132 | 8738.3132 | 8738.3132 |
Max Trade Drawdown | -78139 | -70452 | -115675 | -43358577 | -16443370 | -38340873 |
Profit Factor | 4.9323 | 9.4549 | 1.5604 | 2.7487 | 4.4791 | 1.6644 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 57.3171 | 58.5366 | 56.0976 | 57.3171 | 58.5366 | 56.0976 |
Ratio Avg Win / Avg Loss | 3.673 | 6.6973 | 1.2212 | 2.0469 | 3.1727 | 1.3026 |
Largest Winning Trade | 550731 | 550731 | 50819 | 73724045 | 73724045 | 43251822 |
Largest Losing Trade | -50955 | -32540 | -50955 | -38340873 | -10729431 | -38340873 |
Avg Bars in Trades | 51 | 52 | 49 | 51 | 52 | 49 |
Avg Bars in Winners | 72 | 74 | 71 | 72 | 74 | 71 |
Avg Bars in Losers | 22 | 21 | 22 | 22 | 21 | 22 |
Bars Traded | 4199 | 2151 | 2048 | 4199 | 2151 | 2048 |
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 | -153118 | -143888 | -274386 | 235805 | 633187 | 344144 |
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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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