Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2840455.4693 | 2835076.8828 | 5378.5864 | 19574601.2365 | 33103937.6281 | -13529336.3916 |
Total P&L (%) | 2840.4555 | 2835.0769 | 5.3786 | 19574.6012 | 33103.9376 | -13529.3364 |
Avg Daily Profit (%) | 1.39 | 1.3874 | 0.0026 | 0.2588 | 0.2845 | 0 |
Buy And Hold Return (%) | 5882.8914 | 5882.8914 | 5882.8914 | 5882.8914 | 5882.8914 | 5882.8914 |
Max Trade Drawdown | -112483 | -137884 | -106536 | -21799340 | -21102796 | -15151983 |
Profit Factor | 4.8865 | 9.5687 | 1.0134 | 1.2595 | 1.9444 | 0.6649 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 35.7895 | 41.6667 | 29.7872 | 35.7895 | 41.6667 | 29.7872 |
Ratio Avg Win / Avg Loss | 8.767 | 13.3962 | 2.3888 | 2.2597 | 2.7221 | 1.5672 |
Largest Winning Trade | 1950123 | 1950123 | 68354 | 16957204 | 16957204 | 5610331 |
Largest Losing Trade | -53132 | -52847 | -53132 | -8390028 | -8390028 | -6216552 |
Avg Bars in Trades | 39 | 45 | 33 | 39 | 45 | 33 |
Avg Bars in Winners | 68 | 66 | 71 | 68 | 66 | 71 |
Avg Bars in Losers | 23 | 30 | 17 | 23 | 30 | 17 |
Bars Traded | 3762 | 2183 | 1580 | 3762 | 2183 | 1580 |
Profit Streak | 310.2724 | 317.7724 | 0 | 310.2724 | 317.7724 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149073 | -145759 | -568333 | 71367 | 336672 | -586634 |
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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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