Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2581828.9434 | 2423597.6584 | 158231.2849 | 6152420.5627 | 14997460.178 | -8845039.6152 |
Total P&L (%) | 2581.8289 | 2423.5977 | 158.2313 | 6152.4206 | 14997.4602 | -8845.0396 |
Avg Daily Profit (%) | 1.1448 | 1.0746 | 0.0702 | 0.1835 | 0.2227 | 0 |
Buy And Hold Return (%) | 201.9397 | 201.9397 | 201.9397 | 201.9397 | 201.9397 | 201.9397 |
Max Trade Drawdown | -165684 | -102154 | -102865 | -32570186 | -19514134 | -23047026 |
Profit Factor | 4.8841 | 8.0328 | 1.4943 | 1.0705 | 1.3688 | 0.81 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 48.3871 | 41.3043 | 55.3191 | 48.3871 | 41.3043 | 55.3191 |
Ratio Avg Win / Avg Loss | 5.2098 | 11.415 | 1.207 | 1.1419 | 1.9451 | 0.6542 |
Largest Winning Trade | 1439534 | 1439534 | 49125 | 28491887 | 28491887 | 11645526 |
Largest Losing Trade | -78240 | -45395 | -78240 | -21798039 | -7521722 | -21798039 |
Avg Bars in Trades | 95 | 90 | 100 | 95 | 90 | 100 |
Avg Bars in Winners | 135 | 148 | 126 | 135 | 148 | 126 |
Avg Bars in Losers | 58 | 50 | 67 | 58 | 50 | 67 |
Bars Traded | 8897 | 4181 | 4716 | 8897 | 4181 | 4716 |
Profit Streak | 27.7571 | 0 | 73.7571 | 27.7571 | 0 | 73.7571 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 768121 | 670485 | -262028 | -134875 | 235408 | -579041 |
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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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