Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1655242.8688 | 1598163.1788 | 57079.6899 | 37573253.2792 | 43502456.9791 | -5929203.6999 |
Total P&L (%) | 1655.2429 | 1598.1632 | 57.0797 | 37573.2533 | 43502.457 | -5929.2037 |
Avg Daily Profit (%) | 0.7305 | 0.7053 | 0.0252 | 0.2621 | 0.2686 | 0 |
Buy And Hold Return (%) | 10984.9214 | 10984.9214 | 10984.9214 | 10984.9214 | 10984.9214 | 10984.9214 |
Max Trade Drawdown | -123956 | -91944 | -86192 | -44128694 | -21282485 | -26837907 |
Profit Factor | 3.9784 | 7.2315 | 1.1907 | 1.287 | 1.6406 | 0.9059 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 45.2632 | 51.0638 | 39.5833 | 45.2632 | 51.0638 | 39.5833 |
Ratio Avg Win / Avg Loss | 4.811 | 6.9302 | 1.8174 | 1.5563 | 1.5722 | 1.3827 |
Largest Winning Trade | 750530 | 750530 | 50799 | 32554455 | 32554455 | 9943956 |
Largest Losing Trade | -39988 | -32409 | -39988 | -22432196 | -13437802 | -22432196 |
Avg Bars in Trades | 45 | 52 | 38 | 45 | 52 | 38 |
Avg Bars in Winners | 75 | 76 | 73 | 75 | 76 | 73 |
Avg Bars in Losers | 21 | 27 | 16 | 21 | 27 | 16 |
Bars Traded | 4342 | 2471 | 1871 | 4342 | 2471 | 1871 |
Profit Streak | 0 | 189.9504 | 0 | 0 | 189.9504 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147749 | -143700 | -338587 | 192870 | 383959 | -583073 |
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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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