Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1584076.1177 | 1531511.9119 | 52564.2058 | 29136156.7185 | 31637483.1417 | -2501326.4232 |
Total P&L (%) | 1584.0761 | 1531.5119 | 52.5642 | 29136.1567 | 31637.4831 | -2501.3264 |
Avg Daily Profit (%) | 0.8546 | 0.8263 | 0.0284 | 0.3068 | 0.3113 | 0 |
Buy And Hold Return (%) | 6867.3913 | 6867.3913 | 6867.3913 | 6867.3913 | 6867.3913 | 6867.3913 |
Max Trade Drawdown | -126455 | -59679 | -112279 | -12120057 | -5367455 | -10532837 |
Profit Factor | 4.5798 | 8.7008 | 1.2158 | 1.769 | 3.3711 | 0.8981 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 37.8049 | 39.0244 | 36.5854 | 37.8049 | 39.0244 | 36.5854 |
Ratio Avg Win / Avg Loss | 7.5344 | 13.5951 | 2.1073 | 2.9104 | 5.2674 | 1.5567 |
Largest Winning Trade | 678693 | 678693 | 66030 | 13290248 | 13290248 | 8811520 |
Largest Losing Trade | -31830 | -31830 | -24381 | -3340863 | -2870008 | -3340863 |
Avg Bars in Trades | 87 | 86 | 87 | 87 | 86 | 87 |
Avg Bars in Winners | 177 | 185 | 169 | 177 | 185 | 169 |
Avg Bars in Losers | 32 | 23 | 40 | 32 | 23 | 40 |
Bars Traded | 7145 | 3560 | 3585 | 7145 | 3560 | 3585 |
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 | -158597 | -148293 | -325273 | -3221 | 342702 | -583181 |
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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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