Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12983146.8069 | 12937419.9285 | 45726.8784 | 25951188.0009 | 28192066.1777 | -2240878.1768 |
Total P&L (%) | 12983.1468 | 12937.4199 | 45.7269 | 25951.188 | 28192.0662 | -2240.8782 |
Avg Daily Profit (%) | 5.7537 | 5.7334 | 0.0203 | 0.2468 | 0.2505 | 0 |
Buy And Hold Return (%) | 8324.4544 | 8324.4544 | 8324.4544 | 8324.4544 | 8324.4544 | 8324.4544 |
Max Trade Drawdown | -95451 | -90630 | -84007 | -16683016 | -12825937 | -16070015 |
Profit Factor | 20.116 | 40.1035 | 1.1313 | 1.3021 | 1.6902 | 0.9503 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Profitability (%) | 43.9759 | 44.5783 | 43.3735 | 43.9759 | 44.5783 | 43.3735 |
Ratio Avg Win / Avg Loss | 25.6272 | 49.8584 | 1.4769 | 1.6588 | 2.1014 | 1.2406 |
Largest Winning Trade | 12681692 | 12681692 | 47825 | 18841149 | 18841149 | 5236962 |
Largest Losing Trade | -32851 | -23603 | -32851 | -5746930 | -4100259 | -5746930 |
Avg Bars in Trades | 52 | 68 | 37 | 52 | 68 | 37 |
Avg Bars in Winners | 72 | 99 | 44 | 72 | 99 | 44 |
Avg Bars in Losers | 37 | 43 | 32 | 37 | 43 | 32 |
Bars Traded | 8788 | 5667 | 3120 | 8788 | 5667 | 3120 |
Profit Streak | 0 | 84.5034 | 0 | 0 | 84.5034 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474275 | 458224 | -410596 | 185975 | 252789 | -582020 |
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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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