Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2953695.356 | 2809727.873 | 143967.483 | 3158115.1082 | 65809153.3011 | -62651038.1928 |
Total P&L (%) | 2953.6954 | 2809.7279 | 143.9675 | 3158.1151 | 65809.1533 | -62651.0382 |
Avg Daily Profit (%) | 1.6446 | 1.5644 | 0.0802 | 0.1942 | 0.3621 | 0 |
Buy And Hold Return (%) | 337.8472 | 337.8472 | 337.8472 | 337.8472 | 337.8472 | 337.8472 |
Max Trade Drawdown | -148193 | -169293 | -85494 | -95152756 | -27230261 | -74024742 |
Profit Factor | 5.5077 | 8.893 | 1.4811 | 1.0239 | 2.703 | 0.3287 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 50 | 38.2979 | 61.7021 | 50 | 38.2979 | 61.7021 |
Ratio Avg Win / Avg Loss | 5.5077 | 14.3276 | 0.9193 | 1.0239 | 4.3548 | 0.204 |
Largest Winning Trade | 2299981 | 2299981 | 61217 | 90621239 | 90621239 | 7964020 |
Largest Losing Trade | -85494 | -34832 | -85494 | -74024742 | -11018029 | -74024742 |
Avg Bars in Trades | 54 | 58 | 49 | 54 | 58 | 49 |
Avg Bars in Winners | 57 | 64 | 52 | 57 | 64 | 52 |
Avg Bars in Losers | 50 | 54 | 45 | 50 | 54 | 45 |
Bars Traded | 5081 | 2741 | 2340 | 5081 | 2741 | 2340 |
Profit Streak | 32.1045 | 50.4378 | 32.1045 | 32.1045 | 50.4378 | 32.1045 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 839322 | 664295 | -250041 | -184968 | 384281 | -578639 |
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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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