Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1469994.3472 | 1390919.7388 | 79074.6085 | 79671261.6381 | 68595340.7893 | 11075920.8488 |
Total P&L (%) | 1469.9943 | 1390.9197 | 79.0746 | 79671.2616 | 68595.3408 | 11075.9208 |
Avg Daily Profit (%) | 0.7927 | 0.75 | 0.0426 | 0.3609 | 0.3529 | 0.2546 |
Buy And Hold Return (%) | 8637.3017 | 8637.3017 | 8637.3017 | 8637.3017 | 8637.3017 | 8637.3017 |
Max Trade Drawdown | -57893 | -56984 | -109646 | -16416055 | -8338807 | -29961374 |
Profit Factor | 4.2459 | 8.9394 | 1.2848 | 2.1037 | 3.8488 | 1.2302 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Losing Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Profitability (%) | 50.9934 | 56 | 46.0526 | 50.9934 | 56 | 46.0526 |
Ratio Avg Win / Avg Loss | 4.0805 | 7.0238 | 1.505 | 2.0217 | 3.0241 | 1.4411 |
Largest Winning Trade | 556687 | 556687 | 64258 | 16812778 | 14170553 | 16812778 |
Largest Losing Trade | -50643 | -21776 | -50643 | -13298252 | -8338807 | -13298252 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 3437 | 1812 | 1625 | 3437 | 1812 | 1625 |
Profit Streak | 0 | 96.1917 | 0 | 0 | 96.1917 | 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 | -144234 | -198777 | -351345 | 526015 | -37971 | -120493 |
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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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