Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1646261.3522 | 1535684.4765 | 110576.8757 | 90415235.3671 | 103578758.9118 | -13163523.5447 |
Total P&L (%) | 1646.2614 | 1535.6845 | 110.5769 | 90415.2354 | 103578.7589 | -13163.5235 |
Avg Daily Profit (%) | 0.8848 | 0.8253 | 0.0594 | 0.3666 | 0.3739 | 0 |
Buy And Hold Return (%) | 7826.6179 | 7826.6179 | 7826.6179 | 7826.6179 | 7826.6179 | 7826.6179 |
Max Trade Drawdown | -48850 | -26352 | -49562 | -27937323 | -22792650 | -27059519 |
Profit Factor | 5.4992 | 10.3589 | 1.5479 | 1.718 | 3.0651 | 0.8263 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 36.4583 | 37.5 | 35.4167 | 36.4583 | 37.5 | 35.4167 |
Ratio Avg Win / Avg Loss | 9.5843 | 17.2648 | 2.8227 | 2.9943 | 5.1085 | 1.5067 |
Largest Winning Trade | 610589 | 610589 | 61217 | 50108925 | 50108925 | 21065338 |
Largest Losing Trade | -21467 | -21467 | -16947 | -9292446 | -8583445 | -9292446 |
Avg Bars in Trades | 112 | 113 | 112 | 112 | 113 | 112 |
Avg Bars in Winners | 226 | 251 | 200 | 226 | 251 | 200 |
Avg Bars in Losers | 47 | 30 | 63 | 47 | 30 | 63 |
Bars Traded | 10818 | 5436 | 5382 | 10818 | 5436 | 5382 |
Profit Streak | 0 | 72.1047 | 0 | 0 | 72.1047 | 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 | -149387 | -148275 | -282218 | 277455 | 401950 | -583582 |
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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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