Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2412556.6892 | 2303188.4795 | 109368.2097 | 91476178.2781 | 119377229.722 | -27901051.4439 |
Total P&L (%) | 2412.5567 | 2303.1885 | 109.3682 | 91476.1783 | 119377.2297 | -27901.0514 |
Avg Daily Profit (%) | 1.2911 | 1.2325 | 0.0585 | 0.3656 | 0.3799 | 0 |
Buy And Hold Return (%) | 7564.1576 | 7564.1576 | 7564.1576 | 7564.1576 | 7564.1576 | 7564.1576 |
Max Trade Drawdown | -66055 | -46848 | -57534 | -53204654 | -25846220 | -46173036 |
Profit Factor | 8.2846 | 15.5379 | 1.6331 | 1.7505 | 3.4163 | 0.6151 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 32.9412 | 33.3333 | 32.5581 | 32.9412 | 33.3333 | 32.5581 |
Ratio Avg Win / Avg Loss | 16.8651 | 31.0759 | 3.3828 | 3.5635 | 6.8327 | 1.2741 |
Largest Winning Trade | 1500637 | 1500637 | 61713 | 65698960 | 65698960 | 20748934 |
Largest Losing Trade | -21268 | -21268 | -18096 | -11982712 | -9449045 | -11982712 |
Avg Bars in Trades | 127 | 129 | 124 | 127 | 129 | 124 |
Avg Bars in Winners | 283 | 313 | 252 | 283 | 313 | 252 |
Avg Bars in Losers | 50 | 37 | 62 | 50 | 37 | 62 |
Bars Traded | 10796 | 5450 | 5346 | 10796 | 5450 | 5346 |
Profit Streak | 0 | 159.7482 | 0 | 0 | 159.7482 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150064 | -148763 | -284188 | 229145 | 397908 | -585843 |
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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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