Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1532270.4927 | 1472157.1869 | 60113.3058 | 46215971.2145 | 45937185.5942 | 278785.6203 |
Total P&L (%) | 1532.2705 | 1472.1572 | 60.1133 | 46215.9712 | 45937.1856 | 278.7856 |
Avg Daily Profit (%) | 0.8219 | 0.7896 | 0.0322 | 0.3298 | 0.3295 | 0.0715 |
Buy And Hold Return (%) | 9142.5156 | 9142.5156 | 9142.5156 | 9142.5156 | 9142.5156 | 9142.5156 |
Max Trade Drawdown | -76119 | -38887 | -61288 | -15853006 | -7553102 | -10480242 |
Profit Factor | 5.006 | 9.5482 | 1.2859 | 1.9524 | 3.2794 | 1.0098 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 33.7209 | 39.5349 | 27.907 | 33.7209 | 39.5349 | 27.907 |
Ratio Avg Win / Avg Loss | 9.8394 | 14.6031 | 3.3219 | 3.8374 | 5.0156 | 2.6087 |
Largest Winning Trade | 542982 | 542982 | 61612 | 20463798 | 20463798 | 12124207 |
Largest Losing Trade | -20676 | -18449 | -20676 | -6651101 | -6651101 | -6644450 |
Avg Bars in Trades | 60 | 62 | 58 | 60 | 62 | 58 |
Avg Bars in Winners | 136 | 136 | 137 | 136 | 136 | 137 |
Avg Bars in Losers | 22 | 14 | 28 | 22 | 14 | 28 |
Bars Traded | 5221 | 2707 | 2514 | 5221 | 2707 | 2514 |
Profit Streak | 0 | 76.1043 | 0 | 0 | 76.1043 | 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 | -150894 | -147633 | -331435 | 196475 | 382876 | -488863 |
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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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