Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1421746.4796 | 1386943.9007 | 34802.5789 | 15369819.7763 | 14812738.3642 | 557081.4121 |
Total P&L (%) | 1421.7465 | 1386.9439 | 34.8026 | 15369.8198 | 14812.7384 | 557.0814 |
Avg Daily Profit (%) | 0.7652 | 0.7465 | 0.0187 | 0.2717 | 0.2697 | 0.1014 |
Buy And Hold Return (%) | 6342.1776 | 6342.1776 | 6342.1776 | 6342.1776 | 6342.1776 | 6342.1776 |
Max Trade Drawdown | -86850 | -75935 | -98598 | -3708292 | -1656699 | -3030385 |
Profit Factor | 4.081 | 7.1244 | 1.1481 | 2.0478 | 3.5892 | 1.0623 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 38.961 | 42.1053 | 35.8974 | 38.961 | 42.1053 | 35.8974 |
Ratio Avg Win / Avg Loss | 6.3935 | 9.7961 | 2.0502 | 3.2082 | 4.9351 | 1.8969 |
Largest Winning Trade | 565079 | 565079 | 58697 | 4972329 | 4972329 | 4257732 |
Largest Losing Trade | -29349 | -29349 | -29250 | -2177927 | -962928 | -2177927 |
Avg Bars in Trades | 140 | 142 | 139 | 140 | 142 | 139 |
Avg Bars in Winners | 257 | 271 | 242 | 257 | 271 | 242 |
Avg Bars in Losers | 65 | 48 | 81 | 65 | 48 | 81 |
Bars Traded | 10834 | 5408 | 5426 | 10834 | 5408 | 5426 |
Profit Streak | 0 | 167.6683 | 0 | 0 | 167.6683 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -196358 | -146215 | -395581 | -42093 | 326447 | -379393 |
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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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