Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1485621.8731 | 1434838.5148 | 50783.3583 | 14138025.0952 | 30317531.8027 | -16179506.7075 |
Total P&L (%) | 1485.6219 | 1434.8385 | 50.7834 | 14138.0251 | 30317.5318 | -16179.5067 |
Avg Daily Profit (%) | 0.7947 | 0.7675 | 0.0272 | 0.2656 | 0.3063 | 0 |
Buy And Hold Return (%) | 8596.3057 | 8596.3057 | 8596.3057 | 8596.3057 | 8596.3057 | 8596.3057 |
Max Trade Drawdown | -97575 | -37407 | -125337 | -25641076 | -12008770 | -37926002 |
Profit Factor | 4.4965 | 12.9722 | 1.1665 | 1.1896 | 2.4109 | 0.6953 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 53.6232 | 58.8235 | 48.5714 | 53.6232 | 58.8235 | 48.5714 |
Ratio Avg Win / Avg Loss | 3.8888 | 9.0806 | 1.2351 | 1.0288 | 1.6876 | 0.7362 |
Largest Winning Trade | 587298 | 587298 | 61913 | 18861279 | 18861279 | 9728140 |
Largest Losing Trade | -84551 | -23404 | -84551 | -21022551 | -8182877 | -21022551 |
Avg Bars in Trades | 103 | 104 | 102 | 103 | 104 | 102 |
Avg Bars in Winners | 125 | 132 | 116 | 125 | 132 | 116 |
Avg Bars in Losers | 78 | 63 | 89 | 78 | 63 | 89 |
Bars Traded | 7139 | 3538 | 3601 | 7139 | 3538 | 3601 |
Profit Streak | 0 | 108.8651 | 0 | 0 | 108.8651 | 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 | -250761 | -142672 | -360332 | -118200 | 453067 | -581343 |
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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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