Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2249495.2862 | 2136653.484 | 112841.8022 | 18917120.2582 | 18498474.8712 | 418645.387 |
Total P&L (%) | 2249.4953 | 2136.6535 | 112.8418 | 18917.1203 | 18498.4749 | 418.6454 |
Avg Daily Profit (%) | 1.1454 | 1.0879 | 0.0575 | 0.2676 | 0.2664 | 0.0838 |
Buy And Hold Return (%) | 1496.8013 | 1496.8013 | 1496.8013 | 1496.8013 | 1496.8013 | 1496.8013 |
Max Trade Drawdown | -71645 | -40523 | -77371 | -13542680 | -9539679 | -14127149 |
Profit Factor | 4.9802 | 8.8627 | 1.3846 | 1.2999 | 1.5874 | 1.0133 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 52.1739 | 56.1404 | 48.2759 | 52.1739 | 56.1404 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.5652 | 6.924 | 1.4835 | 1.1916 | 1.2401 | 1.0856 |
Largest Winning Trade | 1577932 | 1577932 | 60851 | 14126656 | 14126656 | 5129240 |
Largest Losing Trade | -58162 | -29271 | -58162 | -12268205 | -5446103 | -12268205 |
Avg Bars in Trades | 49 | 54 | 44 | 49 | 54 | 44 |
Avg Bars in Winners | 63 | 69 | 56 | 63 | 69 | 56 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 5694 | 3121 | 2573 | 5694 | 3121 | 2573 |
Profit Streak | 422.6717 | 0 | 487.6717 | 422.6717 | 0 | 487.6717 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439759 | -190099 | -461142 | 355349 | -168813 | -632503 |
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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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