Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1298541.6584 | 1231790.5968 | 66751.0616 | 37772462.8243 | 31950712.7961 | 5821750.0282 |
Total P&L (%) | 1298.5417 | 1231.7906 | 66.7511 | 37772.4628 | 31950.7128 | 5821.75 |
Avg Daily Profit (%) | 0.5738 | 0.5443 | 0.0295 | 0.2627 | 0.2553 | 0.1805 |
Buy And Hold Return (%) | 13099.4143 | 13099.4143 | 13099.4143 | 13099.4143 | 13099.4143 | 13099.4143 |
Max Trade Drawdown | -70803 | -63344 | -117890 | -13529405 | -2780427 | -11823989 |
Profit Factor | 3.9542 | 8.5303 | 1.2419 | 2.2486 | 4.0121 | 1.2964 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 48.2353 | 52.381 | 44.186 | 48.2353 | 52.381 | 44.186 |
Ratio Avg Win / Avg Loss | 4.2436 | 7.7549 | 1.5687 | 2.4131 | 3.6473 | 1.6375 |
Largest Winning Trade | 341633 | 341633 | 52026 | 21639537 | 21639537 | 13270855 |
Largest Losing Trade | -56487 | -16225 | -56487 | -8001252 | -1971555 | -8001252 |
Avg Bars in Trades | 49 | 52 | 47 | 49 | 52 | 47 |
Avg Bars in Winners | 77 | 77 | 77 | 77 | 77 | 77 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 4237 | 2189 | 2048 | 4237 | 2189 | 2048 |
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 | -147976 | -145916 | -320625 | 330470 | 430961 | -158944 |
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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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