Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1680275.1381 | 1619568.9498 | 60706.1883 | 34132404.6763 | 30377367.0664 | 3755037.61 |
Total P&L (%) | 1680.2751 | 1619.569 | 60.7062 | 34132.4047 | 30377.3671 | 3755.0376 |
Avg Daily Profit (%) | 0.904 | 0.8714 | 0.0327 | 0.3145 | 0.3082 | 0.1967 |
Buy And Hold Return (%) | 8130.4147 | 8130.4147 | 8130.4147 | 8130.4147 | 8130.4147 | 8130.4147 |
Max Trade Drawdown | -140863 | -67737 | -106377 | -6350399 | -2611164 | -8625149 |
Profit Factor | 4.5582 | 8.4143 | 1.2392 | 2.4359 | 4.9164 | 1.2345 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 42.8571 | 46.6667 | 39.1304 | 42.8571 | 46.6667 | 39.1304 |
Ratio Avg Win / Avg Loss | 6.0776 | 9.6163 | 1.9276 | 3.2478 | 5.6187 | 1.9203 |
Largest Winning Trade | 706259 | 706259 | 60684 | 9790896 | 9790896 | 7573672 |
Largest Losing Trade | -45807 | -45666 | -45807 | -4182451 | -2611164 | -4182451 |
Avg Bars in Trades | 118 | 123 | 114 | 118 | 123 | 114 |
Avg Bars in Winners | 215 | 226 | 203 | 215 | 226 | 203 |
Avg Bars in Losers | 45 | 33 | 56 | 45 | 33 | 56 |
Bars Traded | 10806 | 5554 | 5252 | 10806 | 5554 | 5252 |
Profit Streak | 0 | 149.4987 | 0 | 0 | 149.4987 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147585 | -143869 | -318366 | 326749 | 518093 | -161127 |
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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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