Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1670922.4181 | 1531474.9846 | 139447.4335 | 179883032.9161 | 124845724.4356 | 55037308.4804 |
Total P&L (%) | 1670.9224 | 1531.475 | 139.4474 | 179883.0329 | 124845.7244 | 55037.3085 |
Avg Daily Profit (%) | 0.7364 | 0.675 | 0.0615 | 0.3309 | 0.3148 | 0.2786 |
Buy And Hold Return (%) | 11422.5457 | 11422.5457 | 11422.5457 | 11422.5457 | 11422.5457 | 11422.5457 |
Max Trade Drawdown | -95238 | -80817 | -34665 | -164564253 | -134196360 | -41467065 |
Profit Factor | 6.5031 | 9.1561 | 2.2036 | 1.7226 | 1.7132 | 1.7449 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 61.3333 | 56.7568 | 65.7895 | 61.3333 | 56.7568 | 65.7895 |
Ratio Avg Win / Avg Loss | 4.0998 | 6.9761 | 1.1458 | 1.086 | 1.3053 | 0.9074 |
Largest Winning Trade | 579745 | 579745 | 33584 | 110264051 | 110264051 | 52686138 |
Largest Losing Trade | -46082 | -46082 | -32697 | -75652124 | -75652124 | -40929033 |
Avg Bars in Trades | 56 | 99 | 14 | 56 | 99 | 14 |
Avg Bars in Winners | 56 | 108 | 13 | 56 | 108 | 13 |
Avg Bars in Losers | 55 | 87 | 15 | 55 | 87 | 15 |
Bars Traded | 4214 | 3682 | 532 | 4214 | 3682 | 532 |
Profit Streak | 0 | 86.4143 | 0 | 0 | 86.4143 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -204157 | -142907 | -271220 | -48220 | 482356 | 362964 |
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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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