Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3188401.8057 | 3148744.0007 | 39657.805 | 63924858.9671 | 64806385.3917 | -881526.4246 |
Total P&L (%) | 3188.4018 | 3148.744 | 39.6578 | 63924.859 | 64806.3854 | -881.5264 |
Avg Daily Profit (%) | 1.7442 | 1.7225 | 0.0217 | 0.3541 | 0.3549 | 0 |
Buy And Hold Return (%) | 7740.8072 | 7740.8072 | 7740.8072 | 7740.8072 | 7740.8072 | 7740.8072 |
Max Trade Drawdown | -136857 | -70654 | -219057 | -41737700 | -19285546 | -39165653 |
Profit Factor | 4.3012 | 8.638 | 1.0716 | 1.5004 | 2.1292 | 0.9875 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Losing Trades | 134 | 62 | 72 | 134 | 62 | 72 |
Profitability (%) | 35.5769 | 40.3846 | 30.7692 | 35.5769 | 40.3846 | 30.7692 |
Ratio Avg Win / Avg Loss | 7.7886 | 12.7514 | 2.4112 | 2.7169 | 3.1431 | 2.2218 |
Largest Winning Trade | 2187592 | 2187592 | 71259 | 35809465 | 35809465 | 13617892 |
Largest Losing Trade | -49303 | -20996 | -49303 | -16033062 | -9885863 | -16033062 |
Avg Bars in Trades | 102 | 101 | 104 | 102 | 101 | 104 |
Avg Bars in Winners | 232 | 209 | 262 | 232 | 209 | 262 |
Avg Bars in Losers | 31 | 28 | 33 | 31 | 28 | 33 |
Bars Traded | 21414 | 10581 | 10833 | 21414 | 10581 | 10833 |
Profit Streak | 309.6716 | 310.1716 | 0 | 309.6716 | 310.1716 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148442 | -146711 | -478028 | 282316 | 359359 | -585756 |
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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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