Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1667580.5367 | 1589413.8369 | 78166.6998 | 70629128.6404 | 72365412.1524 | -1736283.5119 |
Total P&L (%) | 1667.5805 | 1589.4138 | 78.1667 | 70629.1286 | 72365.4122 | -1736.2835 |
Avg Daily Profit (%) | 0.8975 | 0.8554 | 0.0421 | 0.3538 | 0.3551 | 0 |
Buy And Hold Return (%) | 7842.807 | 7842.807 | 7842.807 | 7842.807 | 7842.807 | 7842.807 |
Max Trade Drawdown | -106331 | -57178 | -77779 | -17371261 | -11398128 | -25012229 |
Profit Factor | 5.1765 | 9.448 | 1.3702 | 1.8013 | 2.9382 | 0.9658 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 37.5 | 37.5 | 37.5 | 37.5 | 37.5 | 37.5 |
Ratio Avg Win / Avg Loss | 8.6276 | 15.7467 | 2.2837 | 3.0022 | 4.8971 | 1.6097 |
Largest Winning Trade | 646407 | 646407 | 63773 | 30234848 | 30234848 | 23374887 |
Largest Losing Trade | -25025 | -25025 | -21669 | -6646160 | -5236723 | -6646160 |
Avg Bars in Trades | 54 | 56 | 52 | 54 | 56 | 52 |
Avg Bars in Winners | 116 | 116 | 117 | 116 | 116 | 117 |
Avg Bars in Losers | 17 | 20 | 13 | 17 | 20 | 13 |
Bars Traded | 5224 | 2700 | 2524 | 5224 | 2700 | 2524 |
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 | -149208 | -148807 | -305639 | 293889 | 367261 | -582772 |
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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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