Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1562273.8056 | 1518166.6224 | 44107.1832 | 34677920.457 | 32988234.9831 | 1689685.4738 |
Total P&L (%) | 1562.2738 | 1518.1666 | 44.1072 | 34677.9205 | 32988.235 | 1689.6855 |
Avg Daily Profit (%) | 0.8417 | 0.818 | 0.0238 | 0.3158 | 0.3131 | 0.1555 |
Buy And Hold Return (%) | 8105.2341 | 8105.2341 | 8105.2341 | 8105.2341 | 8105.2341 | 8105.2341 |
Max Trade Drawdown | -119105 | -53679 | -97392 | -5495850 | -3148538 | -8129942 |
Profit Factor | 4.7694 | 9.6083 | 1.1852 | 2.2977 | 4.1831 | 1.1033 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 42.5 | 45 | 40 | 42.5 | 45 | 40 |
Ratio Avg Win / Avg Loss | 6.4527 | 11.7435 | 1.7779 | 3.1086 | 5.1127 | 1.6549 |
Largest Winning Trade | 634378 | 634378 | 63025 | 11757618 | 11757618 | 7325487 |
Largest Losing Trade | -33189 | -33189 | -32514 | -2786815 | -1766403 | -2786815 |
Avg Bars in Trades | 87 | 90 | 84 | 87 | 90 | 84 |
Avg Bars in Winners | 163 | 165 | 160 | 163 | 165 | 160 |
Avg Bars in Losers | 31 | 29 | 33 | 31 | 29 | 33 |
Bars Traded | 6991 | 3626 | 3365 | 6991 | 3626 | 3365 |
Profit Streak | 0 | 67.9407 | 0 | 0 | 67.9407 | 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 | -171644 | -145425 | -346405 | -15266 | 456564 | -267784 |
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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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