Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1694417.4871 | 1593657.7688 | 100759.7184 | 96921299.4083 | 118352872.7419 | -21431573.3335 |
Total P&L (%) | 1694.4175 | 1593.6578 | 100.7597 | 96921.2994 | 118352.8727 | -21431.5733 |
Avg Daily Profit (%) | 0.9139 | 0.8596 | 0.0543 | 0.3716 | 0.3825 | 0 |
Buy And Hold Return (%) | 8085.8616 | 8085.8616 | 8085.8616 | 8085.8616 | 8085.8616 | 8085.8616 |
Max Trade Drawdown | -47753 | -31866 | -49198 | -41906571 | -18312342 | -43102233 |
Profit Factor | 4.9816 | 9.9832 | 1.406 | 1.6636 | 3.0111 | 0.7542 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 41.4063 | 40.625 | 42.1875 | 41.4063 | 40.625 | 42.1875 |
Ratio Avg Win / Avg Loss | 7.0494 | 14.5908 | 1.9268 | 2.3542 | 4.4009 | 1.0336 |
Largest Winning Trade | 652383 | 652383 | 58426 | 52170849 | 52170849 | 31116712 |
Largest Losing Trade | -34646 | -14466 | -34646 | -15121746 | -7476241 | -15121746 |
Avg Bars in Trades | 54 | 57 | 52 | 54 | 57 | 52 |
Avg Bars in Winners | 110 | 122 | 99 | 110 | 122 | 99 |
Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
Bars Traded | 7016 | 3674 | 3342 | 7016 | 3674 | 3342 |
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 | -147734 | -287135 | -426774 | 347516 | -127755 | -721607 |
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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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