Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1482791.1906 | 1376362.3954 | 106428.7952 | 102055874.6883 | 77316605.1627 | 24739269.5257 |
Total P&L (%) | 1482.7912 | 1376.3624 | 106.4288 | 102055.8747 | 77316.6052 | 24739.2695 |
Avg Daily Profit (%) | 0.6529 | 0.6061 | 0.0469 | 0.3056 | 0.2933 | 0.2431 |
Buy And Hold Return (%) | 9934.0798 | 9934.0798 | 9934.0798 | 9934.0798 | 9934.0798 | 9934.0798 |
Max Trade Drawdown | -66863 | -64106 | -95746 | -58464932 | -69648012 | -31094953 |
Profit Factor | 4.3798 | 8.2328 | 1.4284 | 1.5416 | 1.7088 | 1.3117 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Losing Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Profitability (%) | 54.8387 | 60.8696 | 48.9362 | 54.8387 | 60.8696 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.6069 | 5.2925 | 1.4905 | 1.2695 | 1.0985 | 1.3687 |
Largest Winning Trade | 483437 | 483437 | 36120 | 98636126 | 98636126 | 21144425 |
Largest Losing Trade | -35328 | -27186 | -35328 | -39421865 | -39421865 | -16601850 |
Avg Bars in Trades | 46 | 54 | 39 | 46 | 54 | 39 |
Avg Bars in Winners | 59 | 65 | 51 | 59 | 65 | 51 |
Avg Bars in Losers | 31 | 38 | 27 | 31 | 38 | 27 |
Bars Traded | 4352 | 2513 | 1839 | 4352 | 2513 | 1839 |
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 | -145653 | -144258 | -295562 | 409513 | 448026 | 165934 |
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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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