Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2665144.8217 | 2644913.9678 | 20230.8539 | 483666.3675 | 3151275.4748 | -2667609.1074 |
Total P&L (%) | 2665.1448 | 2644.914 | 20.2309 | 483.6664 | 3151.2755 | -2667.6091 |
Avg Daily Profit (%) | 1.2 | 1.1909 | 0.0091 | 0.0795 | 0.1569 | 0 |
Buy And Hold Return (%) | 308.7671 | 308.7671 | 308.7671 | 308.7671 | 308.7671 | 308.7671 |
Max Trade Drawdown | -190422 | -77516 | -117627 | -6752365 | -1381253 | -5429606 |
Profit Factor | 5.09 | 11.9113 | 1.0494 | 1.0418 | 1.9401 | 0.6758 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 |
Ratio Avg Win / Avg Loss | 5.3579 | 12.5382 | 1.1047 | 1.0966 | 2.0422 | 0.7113 |
Largest Winning Trade | 2582973 | 2582973 | 57210 | 4273811 | 4273811 | 2539749 |
Largest Losing Trade | -51339 | -39713 | -51339 | -2307024 | -897375 | -2307024 |
Avg Bars in Trades | 54 | 47 | 61 | 54 | 47 | 61 |
Avg Bars in Winners | 76 | 65 | 88 | 76 | 65 | 88 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 4269 | 1868 | 2401 | 4269 | 1868 | 2401 |
Profit Streak | 21.7078 | 254.7078 | 0 | 21.7078 | 254.7078 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17352 | 826320 | -513063 | -309943 | 441851 | -581255 |
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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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