Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1410044.6333 | 1319557.8473 | 90486.786 | 64028195.5799 | 58444626.6559 | 5583568.924 |
Total P&L (%) | 1410.0446 | 1319.5578 | 90.4868 | 64028.1956 | 58444.6267 | 5583.5689 |
Avg Daily Profit (%) | 0.6217 | 0.5818 | 0.0399 | 0.2854 | 0.2814 | 0.1783 |
Buy And Hold Return (%) | 11298.8095 | 11298.8095 | 11298.8095 | 11298.8095 | 11298.8095 | 11298.8095 |
Max Trade Drawdown | -60202 | -52379 | -122058 | -28166251 | -21807878 | -20419137 |
Profit Factor | 4.2244 | 7.7877 | 1.3725 | 1.7444 | 2.1819 | 1.1527 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 59.4937 | 58.9744 | 60 | 59.4937 | 58.9744 | 60 |
Ratio Avg Win / Avg Loss | 2.8762 | 5.4176 | 0.915 | 1.1877 | 1.5179 | 0.7685 |
Largest Winning Trade | 434100 | 434100 | 34516 | 37262414 | 37262414 | 7714752 |
Largest Losing Trade | -42806 | -38099 | -42806 | -21807878 | -21807878 | -12950056 |
Avg Bars in Trades | 53 | 65 | 42 | 53 | 65 | 42 |
Avg Bars in Winners | 67 | 79 | 55 | 67 | 79 | 55 |
Avg Bars in Losers | 33 | 45 | 22 | 33 | 45 | 22 |
Bars Traded | 4250 | 2561 | 1689 | 4250 | 2561 | 1689 |
Profit Streak | 0 | 111.8523 | 0 | 0 | 111.8523 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176678 | -144201 | -305203 | -19694 | 482865 | -210800 |
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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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