Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1430420.6879 | 1260402.3127 | 170018.3752 | 192740208.1809 | 142800697.2293 | 49939510.9516 |
Total P&L (%) | 1430.4207 | 1260.4023 | 170.0184 | 192740.2082 | 142800.6972 | 49939.511 |
Avg Daily Profit (%) | 0.7655 | 0.6745 | 0.091 | 0.4056 | 0.3895 | 0.3332 |
Buy And Hold Return (%) | 8597.1069 | 8597.1069 | 8597.1069 | 8597.1069 | 8597.1069 | 8597.1069 |
Max Trade Drawdown | -76180 | -63201 | -46678 | -31683372 | -30788716 | -19365463 |
Profit Factor | 4.0743 | 6.4932 | 1.7209 | 2.4723 | 2.8517 | 1.9284 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 53.271 | 54.717 | 51.8519 | 53.271 | 54.717 | 51.8519 |
Ratio Avg Win / Avg Loss | 3.5739 | 5.3737 | 1.598 | 2.1687 | 2.36 | 1.7906 |
Largest Winning Trade | 316050 | 316050 | 53190 | 73985353 | 73985353 | 37944303 |
Largest Losing Trade | -55228 | -55228 | -28980 | -30788716 | -30788716 | -8336091 |
Avg Bars in Trades | 98 | 133 | 63 | 98 | 133 | 63 |
Avg Bars in Winners | 120 | 162 | 77 | 120 | 162 | 77 |
Avg Bars in Losers | 72 | 97 | 49 | 72 | 97 | 49 |
Bars Traded | 10494 | 7061 | 3433 | 10494 | 7061 | 3433 |
Profit Streak | 0 | 100.4435 | 0 | 0 | 100.4435 | 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 | -145082 | -324039 | -413825 | 547756 | -163782 | -167771 |
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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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