Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1535245.0927 | 1473097.6435 | 62147.4492 | 25806052.2762 | 24706080.3116 | 1099971.9646 |
Total P&L (%) | 1535.2451 | 1473.0976 | 62.1474 | 25806.0523 | 24706.0803 | 1099.972 |
Avg Daily Profit (%) | 0.8257 | 0.7923 | 0.0334 | 0.2993 | 0.297 | 0.1337 |
Buy And Hold Return (%) | 8288.2239 | 8288.2239 | 8288.2239 | 8288.2239 | 8288.2239 | 8288.2239 |
Max Trade Drawdown | -154195 | -108540 | -75459 | -8602054 | -5514656 | -6817779 |
Profit Factor | 4.2801 | 8.2089 | 1.2357 | 1.7165 | 2.8063 | 1.0492 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 49.2754 | 50 | 48.5714 | 49.2754 | 50 | 48.5714 |
Ratio Avg Win / Avg Loss | 4.406 | 8.2089 | 1.3084 | 1.767 | 2.8063 | 1.111 |
Largest Winning Trade | 521715 | 521715 | 66636 | 8552856 | 8552856 | 7027321 |
Largest Losing Trade | -43524 | -43524 | -38416 | -4689933 | -3066597 | -4689933 |
Avg Bars in Trades | 156 | 158 | 154 | 156 | 158 | 154 |
Avg Bars in Winners | 232 | 248 | 215 | 232 | 248 | 215 |
Avg Bars in Losers | 82 | 67 | 97 | 82 | 67 | 97 |
Bars Traded | 10791 | 5380 | 5411 | 10791 | 5380 | 5411 |
Profit Streak | 0 | 160.9869 | 0 | 0 | 160.9869 | 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 | -251881 | -143201 | -314891 | -97429 | 433550 | -346783 |
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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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