Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3065970.5701 | 2976880.3988 | 89090.1713 | 32556417.7252 | 28844057.8964 | 3712359.8288 |
Total P&L (%) | 3065.9706 | 2976.8804 | 89.0902 | 32556.4177 | 28844.0579 | 3712.3598 |
Avg Daily Profit (%) | 1.641 | 1.5933 | 0.0477 | 0.3103 | 0.3038 | 0.1951 |
Buy And Hold Return (%) | 7900.1381 | 7900.1381 | 7900.1381 | 7900.1381 | 7900.1381 | 7900.1381 |
Max Trade Drawdown | -111536 | -134985 | -49835 | -10338557 | -7133078 | -7854486 |
Profit Factor | 7.9942 | 11.1913 | 1.6091 | 2.0521 | 2.4835 | 1.3228 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 51.8072 | 46.3415 | 57.1429 | 51.8072 | 46.3415 | 57.1429 |
Ratio Avg Win / Avg Loss | 7.4365 | 12.9584 | 1.2069 | 1.9089 | 2.8757 | 0.9921 |
Largest Winning Trade | 2028096 | 2028096 | 37003 | 15561240 | 15561240 | 3409569 |
Largest Losing Trade | -53543 | -53543 | -49835 | -6215702 | -6215702 | -4956727 |
Avg Bars in Trades | 62 | 106 | 19 | 62 | 106 | 19 |
Avg Bars in Winners | 84 | 161 | 22 | 84 | 161 | 22 |
Avg Bars in Losers | 39 | 58 | 16 | 39 | 58 | 16 |
Bars Traded | 5207 | 4370 | 836 | 5207 | 4370 | 836 |
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 | -144396 | -144781 | -291823 | 350040 | 350609 | -157979 |
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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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