Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1565815.2426 | 1501240.8758 | 64574.3667 | 51186900.7861 | 54826492.2483 | -3639591.4622 |
Total P&L (%) | 1565.8152 | 1501.2409 | 64.5744 | 51186.9008 | 54826.4922 | -3639.5915 |
Avg Daily Profit (%) | 0.8406 | 0.806 | 0.0347 | 0.3356 | 0.3393 | 0 |
Buy And Hold Return (%) | 8810.4403 | 8810.4403 | 8810.4403 | 8810.4403 | 8810.4403 | 8810.4403 |
Max Trade Drawdown | -86950 | -45731 | -64012 | -11990961 | -10587360 | -12231635 |
Profit Factor | 4.9249 | 8.9711 | 1.3066 | 1.8316 | 3.2177 | 0.9012 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 31.6327 | 34.6939 | 28.5714 | 31.6327 | 34.6939 | 28.5714 |
Ratio Avg Win / Avg Loss | 10.6442 | 16.8868 | 3.2665 | 3.9586 | 6.0569 | 2.253 |
Largest Winning Trade | 542982 | 542982 | 61612 | 25462621 | 25462621 | 13817569 |
Largest Losing Trade | -18449 | -18449 | -17580 | -6311534 | -6311534 | -4051372 |
Avg Bars in Trades | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Winners | 130 | 136 | 122 | 130 | 136 | 122 |
Avg Bars in Losers | 17 | 12 | 22 | 17 | 12 | 22 |
Bars Traded | 5223 | 2712 | 2511 | 5223 | 2712 | 2511 |
Profit Streak | 0 | 74.9458 | 0 | 0 | 74.9458 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151718 | -149376 | -325380 | 179867 | 344229 | -592255 |
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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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