Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3136310.1487 | 3143050.32 | -6740.1714 | 10028848.0939 | 30682966.113 | -20654118.0191 |
Total P&L (%) | 3136.3101 | 3143.0503 | -6.7402 | 10028.8481 | 30682.9661 | -20654.118 |
Avg Daily Profit (%) | 1.5348 | 1.5381 | -0.0033 | 0.2262 | 0.2808 | 0 |
Buy And Hold Return (%) | 3876.1228 | 3876.1228 | 3876.1228 | 3876.1228 | 3876.1228 | 3876.1228 |
Max Trade Drawdown | -107184 | -65411 | -129408 | -46307348 | -21525563 | -46288018 |
Profit Factor | 4.9721 | 9.6646 | 0.9842 | 1.0761 | 1.5115 | 0.7123 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 53.6082 | 55.102 | 52.0833 | 53.6082 | 55.102 | 52.0833 |
Ratio Avg Win / Avg Loss | 4.3027 | 7.8748 | 0.9055 | 0.9312 | 1.2316 | 0.6554 |
Largest Winning Trade | 1731036 | 1731036 | 84849 | 18224527 | 18224527 | 14112005 |
Largest Losing Trade | -54043 | -48971 | -54043 | -17300561 | -17300561 | -14098663 |
Avg Bars in Trades | 38 | 38 | 39 | 38 | 38 | 39 |
Avg Bars in Winners | 52 | 48 | 57 | 52 | 48 | 57 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 3771 | 1880 | 1891 | 3771 | 1880 | 1891 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143473 | -142685 | -580419 | -132978 | 391025 | -580419 |
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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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