Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1582677.7197 | 1531257.2138 | 51420.5059 | 25034614.7474 | 29364588.3884 | -4329973.6411 |
Total P&L (%) | 1582.6777 | 1531.2572 | 51.4205 | 25034.6147 | 29364.5884 | -4329.9736 |
Avg Daily Profit (%) | 0.8502 | 0.8226 | 0.0276 | 0.2973 | 0.3059 | 0 |
Buy And Hold Return (%) | 6857.4562 | 6857.4562 | 6857.4562 | 6857.4562 | 6857.4562 | 6857.4562 |
Max Trade Drawdown | -83784 | -115032 | -60725 | -9901881 | -5287633 | -6866551 |
Profit Factor | 4.3515 | 7.6044 | 1.2139 | 1.6812 | 2.7673 | 0.785 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 34.4828 | 39.5349 | 29.5455 | 34.4828 | 39.5349 | 29.5455 |
Ratio Avg Win / Avg Loss | 8.2678 | 11.6303 | 2.8947 | 3.1943 | 4.2323 | 1.8718 |
Largest Winning Trade | 646417 | 646417 | 65116 | 12986865 | 12986865 | 5047085 |
Largest Losing Trade | -31757 | -25023 | -31757 | -2777419 | -2481986 | -2777419 |
Avg Bars in Trades | 124 | 126 | 122 | 124 | 126 | 122 |
Avg Bars in Winners | 258 | 256 | 260 | 258 | 256 | 260 |
Avg Bars in Losers | 53 | 41 | 64 | 53 | 41 | 64 |
Bars Traded | 10817 | 5431 | 5386 | 10817 | 5431 | 5386 |
Profit Streak | 0 | 170.8565 | 0 | 0 | 170.8565 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151051 | -146728 | -330807 | 133915 | 345175 | -587722 |
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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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