Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3302116.4837 | 3213557.7224 | 88558.7613 | 38069565.3194 | 35994538.7244 | 2075026.595 |
Total P&L (%) | 3302.1165 | 3213.5577 | 88.5588 | 38069.5653 | 35994.5387 | 2075.0266 |
Avg Daily Profit (%) | 1.616 | 1.5727 | 0.0433 | 0.2914 | 0.2886 | 0.1508 |
Buy And Hold Return (%) | 2507.7554 | 2507.7554 | 2507.7554 | 2507.7554 | 2507.7554 | 2507.7554 |
Max Trade Drawdown | -185954 | -179155 | -53288 | -40624983 | -32969774 | -12189620 |
Profit Factor | 5.6275 | 8.1214 | 1.3376 | 1.4943 | 1.6674 | 1.0899 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 50 | 38.4615 | 61.5385 | 50 | 38.4615 | 61.5385 |
Ratio Avg Win / Avg Loss | 5.6275 | 12.9942 | 0.836 | 1.4943 | 2.6679 | 0.6812 |
Largest Winning Trade | 1560331 | 1560331 | 54616 | 37775141 | 37775141 | 3935582 |
Largest Losing Trade | -42137 | -42137 | -30838 | -12762732 | -12762732 | -10305942 |
Avg Bars in Trades | 56 | 97 | 16 | 56 | 97 | 16 |
Avg Bars in Winners | 75 | 167 | 17 | 75 | 167 | 17 |
Avg Bars in Losers | 37 | 52 | 13 | 37 | 52 | 13 |
Bars Traded | 5880 | 5047 | 833 | 5880 | 5047 | 833 |
Profit Streak | 409.1098 | 409.1098 | 503.7764 | 409.1098 | 409.1098 | 503.7764 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43860 | -239808 | -479096 | 407846 | -172003 | -458440 |
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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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