Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1455832.4989 | 1428045.5663 | 27786.9326 | 16348897.6169 | 26037096.557 | -9688198.94 |
Total P&L (%) | 1455.8325 | 1428.0456 | 27.7869 | 16348.8976 | 26037.0966 | -9688.1989 |
Avg Daily Profit (%) | 0.6411 | 0.6288 | 0.0122 | 0.2249 | 0.2454 | 0 |
Buy And Hold Return (%) | 8286.5871 | 8286.5871 | 8286.5871 | 8286.5871 | 8286.5871 | 8286.5871 |
Max Trade Drawdown | -131704 | -143839 | -45832 | -28921510 | -24011210 | -14967269 |
Profit Factor | 4.1846 | 5.8914 | 1.1682 | 1.252 | 1.6347 | 0.594 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 51.8987 | 53.8462 | 50 | 51.8987 | 53.8462 | 50 |
Ratio Avg Win / Avg Loss | 3.8784 | 5.0498 | 1.1682 | 1.1604 | 1.4012 | 0.594 |
Largest Winning Trade | 555592 | 555592 | 36246 | 16543066 | 16543066 | 2682038 |
Largest Losing Trade | -56761 | -56761 | -30985 | -10510764 | -8790034 | -10510764 |
Avg Bars in Trades | 163 | 306 | 23 | 163 | 306 | 23 |
Avg Bars in Winners | 93 | 159 | 24 | 93 | 159 | 24 |
Avg Bars in Losers | 238 | 478 | 22 | 238 | 478 | 22 |
Bars Traded | 12896 | 11957 | 939 | 12896 | 11957 | 939 |
Profit Streak | 128.8592 | 128.8592 | 285.0259 | 128.8592 | 128.8592 | 285.0259 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176386 | -144147 | -376114 | -28641 | 320521 | -579123 |
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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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