Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1841591.7685 | 1741044.2721 | 100547.4964 | 90093697.9786 | 91666774.8811 | -1573076.9025 |
Total P&L (%) | 1841.5918 | 1741.0443 | 100.5475 | 90093.698 | 91666.7749 | -1573.0769 |
Avg Daily Profit (%) | 0.8842 | 0.836 | 0.0483 | 0.3273 | 0.3281 | 0 |
Buy And Hold Return (%) | 10572.1083 | 10572.1083 | 10572.1083 | 10572.1083 | 10572.1083 | 10572.1083 |
Max Trade Drawdown | -102890 | -130422 | -28826 | -117159461 | -80197721 | -36961740 |
Profit Factor | 5.7758 | 6.798 | 2.1784 | 1.4082 | 1.5465 | 0.9703 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 55.8442 | 52.6316 | 58.9744 | 55.8442 | 52.6316 | 58.9744 |
Ratio Avg Win / Avg Loss | 4.5669 | 6.1182 | 1.5154 | 1.1135 | 1.3918 | 0.675 |
Largest Winning Trade | 780102 | 780102 | 27209 | 102966377 | 102966377 | 6827470 |
Largest Losing Trade | -61200 | -61200 | -22000 | -80197721 | -80197721 | -36961740 |
Avg Bars in Trades | 320 | 625 | 22 | 320 | 625 | 22 |
Avg Bars in Winners | 167 | 333 | 23 | 167 | 333 | 23 |
Avg Bars in Losers | 513 | 949 | 22 | 513 | 949 | 22 |
Bars Traded | 24658 | 23769 | 889 | 24658 | 23769 | 889 |
Profit Streak | 0 | 65.8716 | 0 | 0 | 65.8716 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -189417 | -142726 | -288607 | -35371 | 433727 | -579316 |
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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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