Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3792915.1335 | 3722392.7435 | 70522.39 | 26280359.222 | 27481783.0166 | -1201423.7946 |
Total P&L (%) | 3792.9151 | 3722.3927 | 70.5224 | 26280.3592 | 27481.783 | -1201.4238 |
Avg Daily Profit (%) | 1.8561 | 1.8216 | 0.0345 | 0.2732 | 0.2754 | 0 |
Buy And Hold Return (%) | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 |
Max Trade Drawdown | -151116 | -149301 | -78145 | -23733304 | -20141177 | -12801748 |
Profit Factor | 5.8808 | 8.9159 | 1.2298 | 1.3713 | 1.6282 | 0.9556 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 44.7917 | 37.5 | 52.0833 | 44.7917 | 37.5 | 52.0833 |
Ratio Avg Win / Avg Loss | 7.2485 | 14.8598 | 1.1314 | 1.6902 | 2.7136 | 0.8791 |
Largest Winning Trade | 2286538 | 2286538 | 69678 | 20354709 | 20354709 | 5490322 |
Largest Losing Trade | -42787 | -42787 | -38766 | -8515574 | -8515574 | -5374399 |
Avg Bars in Trades | 41 | 60 | 22 | 41 | 60 | 22 |
Avg Bars in Winners | 58 | 100 | 28 | 58 | 100 | 28 |
Avg Bars in Losers | 27 | 36 | 16 | 27 | 36 | 16 |
Bars Traded | 3972 | 2904 | 1068 | 3972 | 2904 | 1068 |
Profit Streak | 402.2705 | 419.7705 | 0 | 402.2705 | 419.7705 | 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 | -82197 | -92084 | -312277 | 327961 | 272794 | -580141 |
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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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