Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3057753.7159 | 2925835.8767 | 131917.8392 | 85247878.702 | 87239516.3077 | -1991637.6057 |
Total P&L (%) | 3057.7537 | 2925.8359 | 131.9178 | 85247.8787 | 87239.5163 | -1991.6376 |
Avg Daily Profit (%) | 1.4965 | 1.4319 | 0.0646 | 0.3309 | 0.332 | 0 |
Buy And Hold Return (%) | 3235.2408 | 3235.2408 | 3235.2408 | 3235.2408 | 3235.2408 | 3235.2408 |
Max Trade Drawdown | -139280 | -117314 | -45792 | -56524484 | -35499025 | -21025458 |
Profit Factor | 7.2747 | 9.4467 | 1.9361 | 1.5086 | 1.8005 | 0.966 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 56.4103 | 53.8462 | 58.9744 | 56.4103 | 53.8462 | 58.9744 |
Ratio Avg Win / Avg Loss | 5.6213 | 8.0972 | 1.3468 | 1.1658 | 1.5433 | 0.672 |
Largest Winning Trade | 1890459 | 1890459 | 28287 | 41156321 | 41156321 | 19105381 |
Largest Losing Trade | -76090 | -76090 | -36735 | -33706521 | -33706521 | -15408601 |
Avg Bars in Trades | 73 | 133 | 14 | 73 | 133 | 14 |
Avg Bars in Winners | 92 | 174 | 18 | 92 | 174 | 18 |
Avg Bars in Losers | 49 | 85 | 8 | 49 | 85 | 8 |
Bars Traded | 5756 | 5196 | 560 | 5756 | 5196 | 560 |
Profit Streak | 258.1143 | 258.7809 | 0 | 258.1143 | 258.7809 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180558 | -142426 | -268476 | -26564 | 492830 | -579316 |
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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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