Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1846064.5342 | 1773710.5613 | 72353.9729 | 50259616.5252 | 74343793.9178 | -24084177.3925 |
Total P&L (%) | 1846.0645 | 1773.7106 | 72.354 | 50259.6165 | 74343.7939 | -24084.1774 |
Avg Daily Profit (%) | 0.9869 | 0.9483 | 0.0387 | 0.3332 | 0.3541 | 0 |
Buy And Hold Return (%) | 6078.6137 | 6078.6137 | 6078.6137 | 6078.6137 | 6078.6137 | 6078.6137 |
Max Trade Drawdown | -71681 | -60713 | -103948 | -31462984 | -11586106 | -38866023 |
Profit Factor | 3.864 | 6.8543 | 1.2118 | 1.3839 | 2.4111 | 0.6921 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Losing Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Profitability (%) | 43.0303 | 48.7805 | 37.3494 | 43.0303 | 48.7805 | 37.3494 |
Ratio Avg Win / Avg Loss | 5.1157 | 7.197 | 2.0327 | 1.8323 | 2.5317 | 1.161 |
Largest Winning Trade | 897118 | 897118 | 58162 | 30395746 | 30395746 | 11982820 |
Largest Losing Trade | -25492 | -23697 | -25492 | -15777514 | -6568969 | -15777514 |
Avg Bars in Trades | 21 | 27 | 16 | 21 | 27 | 16 |
Avg Bars in Winners | 35 | 42 | 26 | 35 | 42 | 26 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 3603 | 2229 | 1374 | 3603 | 2229 | 1374 |
Profit Streak | 0 | 224.8493 | 0 | 0 | 224.8493 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147055 | -147180 | -311325 | 335365 | 386050 | -584085 |
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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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