Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1463934.9465 | 1429770.4816 | 34164.4649 | 28614707.7849 | 35593548.6516 | -6978840.8667 |
Total P&L (%) | 1463.9349 | 1429.7705 | 34.1645 | 28614.7078 | 35593.5487 | -6978.8409 |
Avg Daily Profit (%) | 0.7886 | 0.7702 | 0.0184 | 0.3054 | 0.3171 | 0 |
Buy And Hold Return (%) | 10950.4545 | 10950.4545 | 10950.4545 | 10950.4545 | 10950.4545 | 10950.4545 |
Max Trade Drawdown | -82533 | -36922 | -85293 | -15117175 | -9657005 | -11528195 |
Profit Factor | 4.5122 | 9.1088 | 1.1421 | 1.6402 | 2.7916 | 0.7189 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 35 | 40 | 30 | 35 | 40 | 30 |
Ratio Avg Win / Avg Loss | 8.3798 | 13.6632 | 2.6648 | 3.0461 | 4.1874 | 1.6775 |
Largest Winning Trade | 540564 | 540564 | 61513 | 18132664 | 18132664 | 6432656 |
Largest Losing Trade | -20676 | -19228 | -20676 | -6080327 | -6080327 | -5646543 |
Avg Bars in Trades | 65 | 67 | 62 | 65 | 67 | 62 |
Avg Bars in Winners | 144 | 147 | 141 | 144 | 147 | 141 |
Avg Bars in Losers | 22 | 14 | 29 | 22 | 14 | 29 |
Bars Traded | 5221 | 2704 | 2517 | 5221 | 2704 | 2517 |
Profit Streak | 0 | 147.4027 | 0 | 0 | 147.4027 | 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 | -174882 | -147236 | -404944 | -21021 | 308875 | -585749 |
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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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