Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1611796.6181 | 1543518.9104 | 68277.7077 | 33837856.9006 | 29848728.4848 | 3989128.4159 |
Total P&L (%) | 1611.7966 | 1543.5189 | 68.2777 | 33837.8569 | 29848.7285 | 3989.1284 |
Avg Daily Profit (%) | 0.8663 | 0.8296 | 0.0367 | 0.3137 | 0.307 | 0.1997 |
Buy And Hold Return (%) | 6802.9206 | 6802.9206 | 6802.9206 | 6802.9206 | 6802.9206 | 6802.9206 |
Max Trade Drawdown | -160253 | -107435 | -64125 | -8100515 | -5373100 | -9538461 |
Profit Factor | 4.3717 | 7.2947 | 1.2933 | 1.8573 | 2.9038 | 1.1677 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 43.3735 | 43.9024 | 42.8571 | 43.3735 | 43.9024 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.7075 | 9.321 | 1.7243 | 2.4248 | 3.7104 | 1.5569 |
Largest Winning Trade | 529074 | 529074 | 69327 | 9365819 | 9074023 | 9365819 |
Largest Losing Trade | -46855 | -46855 | -24177 | -5496199 | -3315993 | -5496199 |
Avg Bars in Trades | 130 | 132 | 127 | 130 | 132 | 127 |
Avg Bars in Winners | 213 | 234 | 193 | 213 | 234 | 193 |
Avg Bars in Losers | 66 | 53 | 78 | 66 | 53 | 78 |
Bars Traded | 10792 | 5432 | 5361 | 10792 | 5432 | 5361 |
Profit Streak | 0 | 162.3335 | 0 | 0 | 162.3335 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149074 | -145427 | -311232 | 263638 | 404959 | -195470 |
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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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