Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2286290.9679 | 2217233.153 | 69057.8148 | 54473351.3708 | 66300696.4734 | -11827345.1026 |
Total P&L (%) | 2286.291 | 2217.2332 | 69.0578 | 54473.3514 | 66300.6965 | -11827.3451 |
Avg Daily Profit (%) | 1.0081 | 0.9776 | 0.0304 | 0.2783 | 0.2869 | 0 |
Buy And Hold Return (%) | 12545.1169 | 12545.1169 | 12545.1169 | 12545.1169 | 12545.1169 | 12545.1169 |
Max Trade Drawdown | -136368 | -75733 | -64729 | -81753290 | -50048302 | -44577042 |
Profit Factor | 5.959 | 11.0238 | 1.2879 | 1.3107 | 1.7928 | 0.871 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 45.7447 | 51.0638 | 40.4255 | 45.7447 | 51.0638 | 40.4255 |
Ratio Avg Win / Avg Loss | 7.0677 | 10.5644 | 1.898 | 1.5546 | 1.7181 | 1.2836 |
Largest Winning Trade | 1455800 | 1455800 | 37788 | 44588534 | 44588534 | 24225738 |
Largest Losing Trade | -39142 | -39142 | -33158 | -27072080 | -23955531 | -27072080 |
Avg Bars in Trades | 46 | 51 | 41 | 46 | 51 | 41 |
Avg Bars in Winners | 74 | 75 | 72 | 74 | 75 | 72 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 4339 | 2402 | 1936 | 4339 | 2402 | 1936 |
Profit Streak | 0 | 47.2542 | 0 | 0 | 47.2542 | 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 | -145337 | -143150 | -320506 | 239216 | 425389 | -582753 |
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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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