Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1299523.9473 | 1208505.0925 | 91018.8548 | 60455259.7542 | 61987464.9307 | -1532205.1764 |
Total P&L (%) | 1299.5239 | 1208.5051 | 91.0189 | 60455.2598 | 61987.4649 | -1532.2052 |
Avg Daily Profit (%) | 0.6979 | 0.649 | 0.0489 | 0.3446 | 0.346 | 0 |
Buy And Hold Return (%) | 7691.488 | 7691.488 | 7691.488 | 7691.488 | 7691.488 | 7691.488 |
Max Trade Drawdown | -92708 | -52049 | -94049 | -21533027 | -10795064 | -15749832 |
Profit Factor | 2.8082 | 4.5361 | 1.2415 | 1.5292 | 2.0413 | 0.972 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Profitability (%) | 56.0241 | 59.0361 | 53.012 | 56.0241 | 59.0361 | 53.012 |
Ratio Avg Win / Avg Loss | 2.2043 | 3.1475 | 1.1004 | 1.2003 | 1.4164 | 0.8615 |
Largest Winning Trade | 452623 | 452623 | 49810 | 12911100 | 12911100 | 8045416 |
Largest Losing Trade | -50901 | -50901 | -41002 | -8070657 | -8070657 | -7953443 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 3615 | 1808 | 1807 | 3615 | 1808 | 1807 |
Profit Streak | 0 | 104.5017 | 0 | 0 | 104.5017 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146196 | -143697 | -293345 | 456719 | 532953 | -580441 |
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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) |
---|