Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2247041.881 | 2184386.8198 | 62655.0611 | 48567122.3485 | 65378478.0273 | -16811355.6788 |
Total P&L (%) | 2247.0419 | 2184.3868 | 62.6551 | 48567.1223 | 65378.478 | -16811.3557 |
Avg Daily Profit (%) | 1.2093 | 1.1756 | 0.0337 | 0.3335 | 0.3496 | 0 |
Buy And Hold Return (%) | 7633.5151 | 7633.5151 | 7633.5151 | 7633.5151 | 7633.5151 | 7633.5151 |
Max Trade Drawdown | -54998 | -38316 | -70313 | -26683104 | -12390242 | -23473754 |
Profit Factor | 7.3737 | 15.0434 | 1.318 | 1.7299 | 3.3084 | 0.5601 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 28.4091 | 31.8182 | 25 | 28.4091 | 31.8182 | 25 |
Ratio Avg Win / Avg Loss | 18.5817 | 32.2359 | 3.9541 | 4.3594 | 7.0895 | 1.6802 |
Largest Winning Trade | 1414246 | 1414246 | 61263 | 36745796 | 36745796 | 11747157 |
Largest Losing Trade | -18096 | -16983 | -18096 | -4803315 | -3471193 | -4803315 |
Avg Bars in Trades | 118 | 123 | 113 | 118 | 123 | 113 |
Avg Bars in Winners | 307 | 327 | 283 | 307 | 327 | 283 |
Avg Bars in Losers | 43 | 28 | 57 | 43 | 28 | 57 |
Bars Traded | 10440 | 5435 | 5005 | 10440 | 5435 | 5005 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158282 | -150769 | -342076 | -2521 | 310648 | -607756 |
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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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