Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1620636.4663 | 1659491.8928 | -38855.4265 | 7487914.7612 | 28176449.5284 | -20688534.7672 |
Total P&L (%) | 1620.6365 | 1659.4919 | -38.8554 | 7487.9148 | 28176.4495 | -20688.5348 |
Avg Daily Profit (%) | 0.8662 | 0.887 | -0.0208 | 0.2316 | 0.3021 | 0 |
Buy And Hold Return (%) | 9693.5331 | 9693.5331 | 9693.5331 | 9693.5331 | 9693.5331 | 9693.5331 |
Max Trade Drawdown | -114580 | -93557 | -141627 | -24834875 | -7696681 | -27928833 |
Profit Factor | 3.8452 | 7.8962 | 0.8819 | 1.1181 | 2.2639 | 0.4966 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 43.8356 | 47.2222 | 40.5405 | 43.8356 | 47.2222 | 40.5405 |
Ratio Avg Win / Avg Loss | 4.9266 | 8.8251 | 1.2934 | 1.4326 | 2.5302 | 0.7284 |
Largest Winning Trade | 824992 | 824992 | 60269 | 19674400 | 19674400 | 4224470 |
Largest Losing Trade | -53579 | -43562 | -53579 | -8407999 | -3146631 | -8407999 |
Avg Bars in Trades | 47 | 51 | 43 | 47 | 51 | 43 |
Avg Bars in Winners | 70 | 71 | 70 | 70 | 71 | 70 |
Avg Bars in Losers | 29 | 34 | 24 | 29 | 34 | 24 |
Bars Traded | 3470 | 1870 | 1600 | 3470 | 1870 | 1600 |
Profit Streak | 0 | 36.0979 | 0 | 0 | 36.0979 | 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 | -224281 | -144547 | -582784 | -326739 | 341538 | -584451 |
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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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