Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3129832.8573 | 3053471.3033 | 76361.554 | 66717677.8552 | 69144958.7157 | -2427280.8605 |
Total P&L (%) | 3129.8329 | 3053.4713 | 76.3616 | 66717.6779 | 69144.9587 | -2427.2809 |
Avg Daily Profit (%) | 1.685 | 1.6439 | 0.0411 | 0.3508 | 0.3527 | 0 |
Buy And Hold Return (%) | 9345.4706 | 9345.4706 | 9345.4706 | 9345.4706 | 9345.4706 | 9345.4706 |
Max Trade Drawdown | -58824 | -79432 | -42060 | -24922447 | -8566884 | -22782342 |
Profit Factor | 10.6423 | 19.2953 | 1.4842 | 1.8488 | 3.0767 | 0.9464 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 33.7209 | 37.2093 | 30.2326 | 33.7209 | 37.2093 | 30.2326 |
Ratio Avg Win / Avg Loss | 20.9176 | 32.5608 | 3.4252 | 3.6338 | 5.1919 | 2.1841 |
Largest Winning Trade | 2344872 | 2344872 | 59954 | 35738462 | 35738462 | 26442561 |
Largest Losing Trade | -38107 | -38107 | -17133 | -7401205 | -5669171 | -7401205 |
Avg Bars in Trades | 39 | 46 | 31 | 39 | 46 | 31 |
Avg Bars in Winners | 93 | 98 | 87 | 93 | 98 | 87 |
Avg Bars in Losers | 11 | 15 | 7 | 11 | 15 | 7 |
Bars Traded | 3356 | 1987 | 1369 | 3356 | 1987 | 1369 |
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 | -149416 | -148274 | -309086 | 242423 | 370719 | -585636 |
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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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