Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1804884.38 | 1638513.019 | 166371.361 | 22996394.533 | -10367976.7474 | 33364371.2804 |
Total P&L (%) | 1804.8844 | 1638.513 | 166.3714 | 22996.3945 | -10367.9767 | 33364.3713 |
Avg Daily Profit (%) | 1.008 | 0.9151 | 0.0929 | 0.3044 | 0 | 0.3252 |
Buy And Hold Return (%) | 231.7817 | 231.7817 | 231.7817 | 231.7817 | 231.7817 | 231.7817 |
Max Trade Drawdown | -76469 | -81504 | -36570 | -28611655 | -31201231 | -14037159 |
Profit Factor | 5.2714 | 8.128 | 1.8634 | 1.1775 | 0.8641 | 1.6262 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 34.2105 | 26.3158 | 42.1053 | 34.2105 | 26.3158 | 42.1053 |
Ratio Avg Win / Avg Loss | 10.1373 | 22.7584 | 2.5622 | 2.2644 | 2.4194 | 2.2361 |
Largest Winning Trade | 1051723 | 1051723 | 67404 | 20148610 | 19241705 | 20148610 |
Largest Losing Trade | -33558 | -15073 | -33558 | -7786849 | -5873349 | -7786849 |
Avg Bars in Trades | 45 | 36 | 54 | 45 | 36 | 54 |
Avg Bars in Winners | 96 | 88 | 100 | 96 | 88 | 100 |
Avg Bars in Losers | 19 | 17 | 20 | 19 | 17 | 20 |
Bars Traded | 3460 | 1388 | 2072 | 3460 | 1388 | 2072 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38577 | -2208 | -234212 | -75141 | -602002 | 328662 |
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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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