Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1615269.8614 | 1545591.4203 | 69678.4411 | 52258878.5215 | 67669947.7048 | -15411069.1833 |
Total P&L (%) | 1615.2699 | 1545.5914 | 69.6784 | 52258.8785 | 67669.9477 | -15411.0692 |
Avg Daily Profit (%) | 0.7756 | 0.7422 | 0.0335 | 0.3011 | 0.3135 | 0 |
Buy And Hold Return (%) | 11544.9075 | 11544.9075 | 11544.9075 | 11544.9075 | 11544.9075 | 11544.9075 |
Max Trade Drawdown | -101639 | -107701 | -58246 | -94663560 | -79232039 | -59433175 |
Profit Factor | 5.0223 | 7.2982 | 1.4461 | 1.2043 | 1.396 | 0.8186 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 58.9041 | 64.8649 | 52.7778 | 58.9041 | 64.8649 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.5039 | 3.9532 | 1.2939 | 0.8402 | 0.7562 | 0.7324 |
Largest Winning Trade | 667852 | 667852 | 35504 | 56048487 | 56048487 | 22294272 |
Largest Losing Trade | -58979 | -58979 | -24719 | -51131129 | -51131129 | -32191092 |
Avg Bars in Trades | 337 | 610 | 57 | 337 | 610 | 57 |
Avg Bars in Winners | 185 | 290 | 52 | 185 | 290 | 52 |
Avg Bars in Losers | 556 | 1201 | 63 | 556 | 1201 | 63 |
Bars Traded | 24653 | 22588 | 2065 | 24653 | 22588 | 2065 |
Profit Streak | 53.3701 | 67.4535 | 0 | 53.3701 | 67.4535 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -219291 | -142087 | -312638 | -69303 | 350768 | -580420 |
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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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