Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1485807.6347 | 1389514.6218 | 96293.0129 | 54197242.4148 | 38602076.4682 | 15595165.9466 |
Total P&L (%) | 1485.8076 | 1389.5146 | 96.293 | 54197.2424 | 38602.0765 | 15595.1659 |
Avg Daily Profit (%) | 0.6553 | 0.6128 | 0.0425 | 0.2781 | 0.2631 | 0.2232 |
Buy And Hold Return (%) | 10922.1944 | 10922.1944 | 10922.1944 | 10922.1944 | 10922.1944 | 10922.1944 |
Max Trade Drawdown | -71229 | -60095 | -128606 | -16531359 | -21047594 | -4109806 |
Profit Factor | 4.7502 | 8.7246 | 1.4452 | 2.177 | 2.1674 | 2.2014 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 56.6667 | 56.6667 | 56.6667 | 56.6667 | 56.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.6325 | 6.6718 | 1.1051 | 1.6647 | 1.6574 | 1.6834 |
Largest Winning Trade | 477927 | 477927 | 43924 | 33188263 | 33188263 | 14554382 |
Largest Losing Trade | -71229 | -32972 | -71229 | -12421552 | -12421552 | -4109806 |
Avg Bars in Trades | 71 | 76 | 67 | 71 | 76 | 67 |
Avg Bars in Winners | 90 | 96 | 84 | 90 | 96 | 84 |
Avg Bars in Losers | 47 | 50 | 44 | 47 | 50 | 44 |
Bars Traded | 4315 | 2297 | 2018 | 4315 | 2297 | 2018 |
Profit Streak | 0 | 163.3388 | 0 | 0 | 163.3388 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -318872 | -143900 | -300173 | -161155 | 426496 | -19429 |
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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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