Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1630889.3973 | 1513301.0565 | 117588.3408 | 141690094.4814 | 119161664.8856 | 22528429.5958 |
Total P&L (%) | 1630.8894 | 1513.3011 | 117.5883 | 141690.0945 | 119161.6649 | 22528.4296 |
Avg Daily Profit (%) | 0.7202 | 0.6683 | 0.0519 | 0.321 | 0.3133 | 0.2397 |
Buy And Hold Return (%) | 10260.6557 | 10260.6557 | 10260.6557 | 10260.6557 | 10260.6557 | 10260.6557 |
Max Trade Drawdown | -64118 | -65445 | -106102 | -56265315 | -14068481 | -53005372 |
Profit Factor | 4.6796 | 9.9414 | 1.4292 | 2.1996 | 3.5793 | 1.3133 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 46.2366 | 47.8261 | 44.6809 | 46.2366 | 47.8261 | 44.6809 |
Ratio Avg Win / Avg Loss | 5.4414 | 10.8452 | 1.7695 | 2.5577 | 3.9046 | 1.6259 |
Largest Winning Trade | 537215 | 537215 | 58325 | 80668683 | 80668683 | 48691944 |
Largest Losing Trade | -55545 | -27502 | -55545 | -32888170 | -13701923 | -32888170 |
Avg Bars in Trades | 46 | 50 | 43 | 46 | 50 | 43 |
Avg Bars in Winners | 81 | 88 | 73 | 81 | 88 | 73 |
Avg Bars in Losers | 17 | 15 | 18 | 17 | 15 | 18 |
Bars Traded | 4355 | 2312 | 2043 | 4355 | 2312 | 2043 |
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 | -146949 | -145981 | -289351 | 433498 | 539548 | 74915 |
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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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