Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2221870.7406 | 2335837.7214 | -113966.9808 | -1559752.7842 | 12852726.0737 | -14412478.8579 |
Total P&L (%) | 2221.8707 | 2335.8377 | -113.967 | -1559.7528 | 12852.7261 | -14412.4789 |
Avg Daily Profit (%) | 1.0873 | 1.1431 | -0.0558 | 0 | 0.2383 | 0 |
Buy And Hold Return (%) | 4501.3158 | 4501.3158 | 4501.3158 | 4501.3158 | 4501.3158 | 4501.3158 |
Max Trade Drawdown | -272387 | -88287 | -240899 | -29087386 | -10743860 | -20590218 |
Profit Factor | 3.9019 | 9.5702 | 0.7689 | 0.9606 | 1.8747 | 0.4217 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 19 | 19 | 38 | 17 | 21 |
Losing Trades | 34 | 17 | 17 | 34 | 19 | 15 |
Profitability (%) | 52.7778 | 52.7778 | 52.7778 | 52.7778 | 47.2222 | 58.3333 |
Ratio Avg Win / Avg Loss | 3.4911 | 8.5628 | 0.6879 | 0.8595 | 2.0953 | 0.3012 |
Largest Winning Trade | 1508677 | 1508677 | 82621 | 21840590 | 21840590 | 2504522 |
Largest Losing Trade | -132096 | -55054 | -132096 | -15609619 | -4227448 | -15609619 |
Avg Bars in Trades | 48 | 50 | 47 | 48 | 50 | 47 |
Avg Bars in Winners | 72 | 73 | 71 | 42 | 54 | 32 |
Avg Bars in Losers | 22 | 24 | 20 | 56 | 46 | 68 |
Bars Traded | 3526 | 1814 | 1712 | 3526 | 1814 | 1712 |
Profit Streak | 0 | 0 | 0 | 401.8492 | 490.3492 | 401.8492 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -228512 | -143427 | -580420 | -662954 | 308230 | -579114 |
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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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