Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2168406.7229 | 2120893.7646 | 47512.9583 | 23478330.3244 | 28570355.4987 | -5092025.1744 |
Total P&L (%) | 2168.4067 | 2120.8938 | 47.513 | 23478.3303 | 28570.3555 | -5092.0252 |
Avg Daily Profit (%) | 0.9548 | 0.9339 | 0.0209 | 0.2408 | 0.2495 | 0 |
Buy And Hold Return (%) | 8092.9819 | 8092.9819 | 8092.9819 | 8092.9819 | 8092.9819 | 8092.9819 |
Max Trade Drawdown | -94135 | -33931 | -94829 | -16236872 | -5448643 | -13409859 |
Profit Factor | 5.7173 | 12.6115 | 1.1715 | 1.4747 | 2.4888 | 0.8318 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 55.4054 | 59.4595 | 51.3514 | 55.4054 | 59.4595 | 51.3514 |
Ratio Avg Win / Avg Loss | 4.6018 | 8.5987 | 1.1099 | 1.1869 | 1.6969 | 0.788 |
Largest Winning Trade | 1338627 | 1338627 | 55065 | 19261348 | 19261348 | 9523259 |
Largest Losing Trade | -70445 | -23690 | -70445 | -8413796 | -4075641 | -8413796 |
Avg Bars in Trades | 176 | 163 | 189 | 176 | 163 | 189 |
Avg Bars in Winners | 249 | 217 | 285 | 249 | 217 | 285 |
Avg Bars in Losers | 86 | 84 | 88 | 86 | 84 | 88 |
Bars Traded | 13073 | 6050 | 7023 | 13073 | 6050 | 7023 |
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 | -211955 | -142735 | -362363 | -61460 | 424659 | -580597 |
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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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