Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1939529.9668 | 1886284.1919 | 53245.7749 | 26267657.2454 | 19840757.5672 | 6426899.6782 |
Total P&L (%) | 1939.53 | 1886.2842 | 53.2458 | 26267.6572 | 19840.7576 | 6426.8997 |
Avg Daily Profit (%) | 0.859 | 0.8354 | 0.0236 | 0.2472 | 0.2348 | 0.1852 |
Buy And Hold Return (%) | 9049.7467 | 9049.7467 | 9049.7467 | 9049.7467 | 9049.7467 | 9049.7467 |
Max Trade Drawdown | -76961 | -35236 | -96245 | -5084089 | -4325279 | -5577549 |
Profit Factor | 6.1952 | 14.9036 | 1.224 | 2.2429 | 3.1528 | 1.5392 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 49.4118 | 53.4884 | 45.2381 | 49.4118 | 53.4884 | 45.2381 |
Ratio Avg Win / Avg Loss | 6.3427 | 12.9596 | 1.4817 | 2.2963 | 2.7416 | 1.8633 |
Largest Winning Trade | 1189032 | 1189032 | 50065 | 12345298 | 12345298 | 7905551 |
Largest Losing Trade | -58233 | -26183 | -58233 | -3162795 | -3162795 | -3030412 |
Avg Bars in Trades | 50 | 46 | 54 | 50 | 46 | 54 |
Avg Bars in Winners | 74 | 67 | 83 | 74 | 67 | 83 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 4288 | 2007 | 2281 | 4288 | 2007 | 2281 |
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 | -144034 | -143549 | -329331 | 342385 | 333251 | -157018 |
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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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