Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1067367.0389 | 1097001.2999 | -29634.261 | 4600968.5323 | 22217780.2809 | -17616811.7486 |
Total P&L (%) | 1067.367 | 1097.0013 | -29.6343 | 4600.9685 | 22217.7803 | -17616.8117 |
Avg Daily Profit (%) | 0.4697 | 0.4828 | -0.013 | 0.1696 | 0.2383 | 0 |
Buy And Hold Return (%) | 8747.5386 | 8747.5386 | 8747.5386 | 8747.5386 | 8747.5386 | 8747.5386 |
Max Trade Drawdown | -152032 | -104861 | -112543 | -31655227 | -13134536 | -22395532 |
Profit Factor | 3.1948 | 5.8908 | 0.8869 | 1.0905 | 2.1157 | 0.4306 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Profitability (%) | 67.5325 | 73.6842 | 61.5385 | 67.5325 | 73.6842 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.536 | 2.1039 | 0.5543 | 0.5243 | 0.7556 | 0.2691 |
Largest Winning Trade | 455378 | 455378 | 30582 | 17468292 | 17468292 | 6515465 |
Largest Losing Trade | -74113 | -74113 | -37223 | -11649766 | -11649766 | -7625402 |
Avg Bars in Trades | 79 | 152 | 8 | 79 | 152 | 8 |
Avg Bars in Winners | 37 | 62 | 8 | 37 | 62 | 8 |
Avg Bars in Losers | 167 | 403 | 10 | 167 | 403 | 10 |
Bars Traded | 6139 | 5790 | 349 | 6139 | 5790 | 349 |
Profit Streak | 0 | 63.4125 | 0 | 0 | 63.4125 | 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 | -193055 | -143232 | -578983 | -324395 | 350387 | -578983 |
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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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