Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2007399.0207 | 1945469.3698 | 61929.6509 | 35418234.984 | 54166229.9182 | -18747994.9342 |
Total P&L (%) | 2007.399 | 1945.4694 | 61.9297 | 35418.235 | 54166.2299 | -18747.9949 |
Avg Daily Profit (%) | 1.0662 | 1.0333 | 0.0329 | 0.3124 | 0.335 | 0 |
Buy And Hold Return (%) | 8125.2116 | 8125.2116 | 8125.2116 | 8125.2116 | 8125.2116 | 8125.2116 |
Max Trade Drawdown | -90836 | -47064 | -73646 | -31688222 | -15995599 | -26529659 |
Profit Factor | 6.7311 | 13.3062 | 1.3223 | 1.5857 | 3.1695 | 0.472 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 31.1688 | 31.5789 | 30.7692 | 31.1688 | 31.5789 | 30.7692 |
Ratio Avg Win / Avg Loss | 14.8646 | 28.8302 | 2.9751 | 3.5017 | 6.8673 | 1.062 |
Largest Winning Trade | 1197398 | 1197398 | 61659 | 32546473 | 32546473 | 8376790 |
Largest Losing Trade | -36724 | -24241 | -36724 | -9184209 | -5448529 | -9184209 |
Avg Bars in Trades | 95 | 99 | 91 | 95 | 99 | 91 |
Avg Bars in Winners | 232 | 254 | 209 | 232 | 254 | 209 |
Avg Bars in Losers | 33 | 27 | 38 | 33 | 27 | 38 |
Bars Traded | 7326 | 3768 | 3558 | 7326 | 3768 | 3558 |
Profit Streak | 0 | 116.9276 | 0 | 0 | 116.9276 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197453 | -150467 | -320853 | -43564 | 303824 | -586569 |
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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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