Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2489810.2169 | 2473692.2983 | 16117.9186 | 26278990.3424 | 29832298.1652 | -3553307.8228 |
Total P&L (%) | 2489.8102 | 2473.6923 | 16.1179 | 26278.9903 | 29832.2982 | -3553.3078 |
Avg Daily Profit (%) | 1.362 | 1.3532 | 0.0088 | 0.3055 | 0.3124 | 0 |
Buy And Hold Return (%) | 7776.1261 | 7776.1261 | 7776.1261 | 7776.1261 | 7776.1261 | 7776.1261 |
Max Trade Drawdown | -146131 | -67911 | -228144 | -20364895 | -7260065 | -21158914 |
Profit Factor | 3.6718 | 8.6366 | 1.0265 | 1.3497 | 2.0706 | 0.9249 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Losing Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Profitability (%) | 43.9306 | 48.2759 | 39.5349 | 43.9306 | 48.2759 | 39.5349 |
Ratio Avg Win / Avg Loss | 4.6863 | 9.2536 | 1.57 | 1.7226 | 2.2185 | 1.4145 |
Largest Winning Trade | 1602721 | 1602721 | 69691 | 15878519 | 15878519 | 10804490 |
Largest Losing Trade | -59558 | -29595 | -59558 | -11097581 | -6045011 | -11097581 |
Avg Bars in Trades | 123 | 124 | 122 | 123 | 124 | 122 |
Avg Bars in Winners | 205 | 184 | 232 | 205 | 184 | 232 |
Avg Bars in Losers | 59 | 68 | 50 | 59 | 68 | 50 |
Bars Traded | 21383 | 10851 | 10532 | 21383 | 10851 | 10532 |
Profit Streak | 318.2785 | 319.3618 | 0 | 318.2785 | 319.3618 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146169 | -144007 | -541476 | 244694 | 365851 | -583505 |
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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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