Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1532645.6091 | 1459922.0617 | 72723.5473 | 50513583.5659 | 41987605.6423 | 8525977.9236 |
Total P&L (%) | 1532.6456 | 1459.9221 | 72.7235 | 50513.5836 | 41987.6056 | 8525.9779 |
Avg Daily Profit (%) | 0.6764 | 0.6443 | 0.0321 | 0.2752 | 0.267 | 0.1969 |
Buy And Hold Return (%) | 9778.1523 | 9778.1523 | 9778.1523 | 9778.1523 | 9778.1523 | 9778.1523 |
Max Trade Drawdown | -109252 | -83986 | -120211 | -19071713 | -6201370 | -16450956 |
Profit Factor | 4.1431 | 8.8046 | 1.242 | 2.1368 | 3.3637 | 1.3197 |
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 | 4.8176 | 9.6051 | 1.5377 | 2.4846 | 3.6695 | 1.6339 |
Largest Winning Trade | 537215 | 537215 | 58472 | 26211651 | 26211651 | 16310269 |
Largest Losing Trade | -50955 | -18749 | -50955 | -12904761 | -4136480 | -12904761 |
Avg Bars in Trades | 45 | 48 | 42 | 45 | 48 | 42 |
Avg Bars in Winners | 78 | 86 | 71 | 78 | 86 | 71 |
Avg Bars in Losers | 16 | 13 | 19 | 16 | 13 | 19 |
Bars Traded | 4240 | 2225 | 2015 | 4240 | 2225 | 2015 |
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 | -147717 | -146186 | -316940 | 371023 | 443147 | -158438 |
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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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