Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1495780.1804 | 1436880.4298 | 58899.7506 | 46080036.5749 | 55452705.142 | -9372668.567 |
Total P&L (%) | 1495.7802 | 1436.8804 | 58.8998 | 46080.0366 | 55452.7051 | -9372.6686 |
Avg Daily Profit (%) | 0.8045 | 0.7728 | 0.0317 | 0.3305 | 0.3405 | 0 |
Buy And Hold Return (%) | 9988.0033 | 9988.0033 | 9988.0033 | 9988.0033 | 9988.0033 | 9988.0033 |
Max Trade Drawdown | -49462 | -34938 | -60017 | -20184700 | -10590471 | -16057720 |
Profit Factor | 5.0649 | 11.0813 | 1.2613 | 1.8524 | 3.5692 | 0.7114 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 35.2273 | 40.9091 | 29.5455 | 35.2273 | 40.9091 | 29.5455 |
Ratio Avg Win / Avg Loss | 9.3129 | 16.0063 | 3.0076 | 3.406 | 5.1554 | 1.6964 |
Largest Winning Trade | 542982 | 542982 | 61783 | 28058024 | 28058024 | 11506481 |
Largest Losing Trade | -20676 | -19947 | -20676 | -8972470 | -8972470 | -5664382 |
Avg Bars in Trades | 59 | 61 | 57 | 59 | 61 | 57 |
Avg Bars in Winners | 124 | 124 | 124 | 124 | 124 | 124 |
Avg Bars in Losers | 23 | 18 | 28 | 23 | 18 | 28 |
Bars Traded | 5221 | 2712 | 2509 | 5221 | 2712 | 2509 |
Profit Streak | 0 | 150.0606 | 0 | 0 | 150.0606 | 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 | -150275 | -146830 | -325111 | 197342 | 450173 | -587722 |
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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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