Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353371.9437 | 1317753.6292 | 35618.3146 | 23476641.8692 | 26290474.8181 | -2813832.949 |
Total P&L (%) | 1353.3719 | 1317.7536 | 35.6183 | 23476.6419 | 26290.4748 | -2813.8329 |
Avg Daily Profit (%) | 0.7285 | 0.7093 | 0.0192 | 0.2945 | 0.3006 | 0 |
Buy And Hold Return (%) | 8471.6968 | 8471.6968 | 8471.6968 | 8471.6968 | 8471.6968 | 8471.6968 |
Max Trade Drawdown | -98198 | -81876 | -54614 | -19376124 | -5460999 | -18166037 |
Profit Factor | 3.7986 | 7.1552 | 1.1322 | 1.4257 | 2.3237 | 0.9203 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 53.8462 | 53.3333 | 54.3478 | 53.8462 | 53.3333 | 54.3478 |
Ratio Avg Win / Avg Loss | 3.2559 | 6.2608 | 0.951 | 1.222 | 2.0332 | 0.773 |
Largest Winning Trade | 533386 | 533386 | 61289 | 8770029 | 8770029 | 8373386 |
Largest Losing Trade | -49079 | -49079 | -37426 | -13986161 | -3953695 | -13986161 |
Avg Bars in Trades | 79 | 83 | 74 | 79 | 83 | 74 |
Avg Bars in Winners | 105 | 119 | 90 | 105 | 119 | 90 |
Avg Bars in Losers | 48 | 41 | 55 | 48 | 41 | 55 |
Bars Traded | 7198 | 3751 | 3447 | 7198 | 3751 | 3447 |
Profit Streak | 0 | 69.7078 | 0 | 0 | 69.7078 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145567 | -143391 | -409198 | 256466 | 423702 | -580140 |
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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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