Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2464132.679 | 2426886.8138 | 37245.8652 | 19417012.9766 | 26562811.0141 | -7145798.0375 |
Total P&L (%) | 2464.1327 | 2426.8868 | 37.2459 | 19417.013 | 26562.811 | -7145.798 |
Avg Daily Profit (%) | 1.0906 | 1.0741 | 0.0165 | 0.2337 | 0.2475 | 0 |
Buy And Hold Return (%) | 9961.1966 | 9961.1966 | 9961.1966 | 9961.1966 | 9961.1966 | 9961.1966 |
Max Trade Drawdown | -84949 | -86780 | -46248 | -20535891 | -12929227 | -13744293 |
Profit Factor | 6.5087 | 10.5885 | 1.1918 | 1.3355 | 1.8219 | 0.7204 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 47.9167 | 45.8333 | 50 | 47.9167 | 45.8333 | 50 |
Ratio Avg Win / Avg Loss | 7.0747 | 12.5136 | 1.1918 | 1.4516 | 2.1531 | 0.7204 |
Largest Winning Trade | 1819108 | 1819108 | 43023 | 24600301 | 24600301 | 3014703 |
Largest Losing Trade | -31621 | -27526 | -31621 | -11649276 | -6934046 | -11649276 |
Avg Bars in Trades | 136 | 168 | 104 | 136 | 168 | 104 |
Avg Bars in Winners | 190 | 242 | 142 | 190 | 242 | 142 |
Avg Bars in Losers | 86 | 106 | 65 | 86 | 106 | 65 |
Bars Traded | 13090 | 8097 | 4993 | 13090 | 8097 | 4993 |
Profit Streak | 0 | 160.1552 | 0 | 0 | 160.1552 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144385 | -143994 | -346082 | 30417 | 300369 | -580689 |
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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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