Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1604215.8001 | 1571032.7363 | 33183.0637 | 30208107.0506 | 59039022.349 | -28830915.2984 |
Total P&L (%) | 1604.2158 | 1571.0327 | 33.1831 | 30208.1071 | 59039.0223 | -28830.9153 |
Avg Daily Profit (%) | 0.8636 | 0.8457 | 0.0179 | 0.3081 | 0.3442 | 0 |
Buy And Hold Return (%) | 15019.1345 | 15019.1345 | 15019.1345 | 15019.1345 | 15019.1345 | 15019.1345 |
Max Trade Drawdown | -74149 | -71094 | -91443 | -29346612 | -10759653 | -38549106 |
Profit Factor | 4.2171 | 8.4909 | 1.1148 | 1.2668 | 2.5033 | 0.6102 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 47.5 | 50 | 45 | 47.5 | 50 | 45 |
Ratio Avg Win / Avg Loss | 4.661 | 8.4909 | 1.3626 | 1.4001 | 2.5033 | 0.7458 |
Largest Winning Trade | 689902 | 689902 | 60025 | 32040606 | 32040606 | 12063352 |
Largest Losing Trade | -45512 | -27634 | -45512 | -20084998 | -7871748 | -20084998 |
Avg Bars in Trades | 66 | 74 | 58 | 66 | 74 | 58 |
Avg Bars in Winners | 99 | 107 | 91 | 99 | 107 | 91 |
Avg Bars in Losers | 35 | 40 | 31 | 35 | 40 | 31 |
Bars Traded | 5302 | 2966 | 2336 | 5302 | 2966 | 2336 |
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 | -170085 | -144015 | -430879 | -22721 | 424294 | -582694 |
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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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