Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 10414912.351 | 10389383.3237 | 25529.0273 | 11046740.7512 | 10741368.8426 | 305371.9086 |
Total P&L (%) | 10414.9124 | 10389.3833 | 25.529 | 11046.7408 | 10741.3688 | 305.3719 |
Avg Daily Profit (%) | 5.6072 | 5.5934 | 0.0137 | 0.2541 | 0.2526 | 0.0754 |
Buy And Hold Return (%) | 6865.5296 | 6865.5296 | 6865.5296 | 6865.5296 | 6865.5296 | 6865.5296 |
Max Trade Drawdown | -192940 | -203303 | -11420 | -7332623 | -7190960 | -1220942 |
Profit Factor | 25.5427 | 28.0281 | 1.6388 | 1.5275 | 1.5881 | 1.1141 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 51.8072 | 43.9024 | 59.5238 | 51.8072 | 43.9024 | 59.5238 |
Ratio Avg Win / Avg Loss | 23.7607 | 35.8137 | 1.1144 | 1.421 | 2.0293 | 0.7576 |
Largest Winning Trade | 10055681 | 10055681 | 7880 | 7589179 | 7589179 | 735854 |
Largest Losing Trade | -57120 | -57120 | -5751 | -6791428 | -6791428 | -656972 |
Avg Bars in Trades | 255 | 509 | 6 | 255 | 509 | 6 |
Avg Bars in Winners | 344 | 816 | 5 | 344 | 816 | 5 |
Avg Bars in Losers | 158 | 270 | 7 | 158 | 270 | 7 |
Bars Traded | 21169 | 20905 | 264 | 21169 | 20905 | 264 |
Profit Streak | 0 | 83.82 | 0 | 0 | 83.82 | 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 | 479511 | 452187 | -336711 | -564 | -126 | -353199 |
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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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