Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1519983.4476 | 1468779.8987 | 51203.5489 | 38642967.7543 | 64073551.7846 | -25430584.0304 |
Total P&L (%) | 1519.9834 | 1468.7799 | 51.2035 | 38642.9678 | 64073.5518 | -25430.584 |
Avg Daily Profit (%) | 0.8136 | 0.7861 | 0.0274 | 0.3195 | 0.3466 | 0 |
Buy And Hold Return (%) | 7482.6823 | 7482.6823 | 7482.6823 | 7482.6823 | 7482.6823 | 7482.6823 |
Max Trade Drawdown | -71610 | -51476 | -62144 | -34868657 | -18077016 | -31125412 |
Profit Factor | 5.1343 | 10.0615 | 1.2491 | 1.4931 | 2.9491 | 0.4411 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 29.2683 | 34.1463 | 24.3902 | 29.2683 | 34.1463 | 24.3902 |
Ratio Avg Win / Avg Loss | 12.4078 | 19.4043 | 3.8722 | 3.6082 | 5.6875 | 1.3674 |
Largest Winning Trade | 515311 | 515311 | 59736 | 41419079 | 41419079 | 11976722 |
Largest Losing Trade | -27583 | -27583 | -25164 | -10508843 | -10508843 | -8431698 |
Avg Bars in Trades | 63 | 69 | 58 | 63 | 69 | 58 |
Avg Bars in Winners | 147 | 164 | 122 | 147 | 164 | 122 |
Avg Bars in Losers | 29 | 19 | 37 | 29 | 19 | 37 |
Bars Traded | 5233 | 2833 | 2400 | 5233 | 2833 | 2400 |
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 | -164486 | -150331 | -353625 | -9570 | 316540 | -611577 |
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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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