Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3900091.675 | 3845372.3493 | 54719.3257 | 1096536.0823 | -8008.5844 | 1104544.6667 |
Total P&L (%) | 3900.0917 | 3845.3723 | 54.7193 | 1096.5361 | -8.0086 | 1104.5447 |
Avg Daily Profit (%) | 2.1699 | 2.1395 | 0.0304 | 0.1382 | -0.0046 | 0.1386 |
Buy And Hold Return (%) | 196.8721 | 196.8721 | 196.8721 | 196.8721 | 196.8721 | 196.8721 |
Max Trade Drawdown | -230675 | -252762 | -50025 | -39612942 | -40617930 | -8043540 |
Profit Factor | 7.4858 | 10.231 | 1.2962 | 1.0171 | 0.9998 | 1.061 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 43.4211 | 36.8421 | 50 | 43.4211 | 36.8421 | 50 |
Ratio Avg Win / Avg Loss | 9.7542 | 17.5388 | 1.2962 | 1.3253 | 1.714 | 1.061 |
Largest Winning Trade | 3267342 | 3267342 | 35585 | 39532263 | 39532263 | 6791069 |
Largest Losing Trade | -41898 | -41898 | -28987 | -10026787 | -10026787 | -8043540 |
Avg Bars in Trades | 68 | 112 | 23 | 68 | 112 | 23 |
Avg Bars in Winners | 89 | 178 | 24 | 89 | 178 | 24 |
Avg Bars in Losers | 51 | 74 | 23 | 51 | 74 | 23 |
Bars Traded | 5185 | 4276 | 909 | 5185 | 4276 | 909 |
Profit Streak | 94.1989 | 94.1989 | 95.5322 | 94.1989 | 94.1989 | 95.5322 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32493 | 659241 | -317080 | -266210 | -582544 | -161161 |
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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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