Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3254443.863 | 3126937.8107 | 127506.0524 | 57080300.1535 | 77407968.2835 | -20327668.13 |
Total P&L (%) | 3254.4439 | 3126.9378 | 127.5061 | 57080.3002 | 77407.9683 | -20327.6681 |
Avg Daily Profit (%) | 1.5932 | 1.5308 | 0.0624 | 0.3113 | 0.3262 | 0 |
Buy And Hold Return (%) | 3136.4646 | 3136.4646 | 3136.4646 | 3136.4646 | 3136.4646 | 3136.4646 |
Max Trade Drawdown | -109255 | -83163 | -74001 | -50543879 | -34938677 | -31048165 |
Profit Factor | 6.3025 | 11.2194 | 1.4143 | 1.396 | 2.125 | 0.7302 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 55.5556 | 52.7778 | 58.3333 | 55.5556 | 52.7778 | 58.3333 |
Ratio Avg Win / Avg Loss | 5.042 | 10.0384 | 1.0102 | 1.1168 | 1.9013 | 0.5216 |
Largest Winning Trade | 1512284 | 1512284 | 60763 | 37055740 | 37055740 | 11636747 |
Largest Losing Trade | -72906 | -43955 | -72906 | -28693321 | -20488257 | -28693321 |
Avg Bars in Trades | 163 | 253 | 73 | 163 | 253 | 73 |
Avg Bars in Winners | 214 | 370 | 74 | 214 | 370 | 74 |
Avg Bars in Losers | 99 | 122 | 72 | 99 | 122 | 72 |
Bars Traded | 11765 | 9123 | 2642 | 11765 | 9123 | 2642 |
Profit Streak | 406.8401 | 414.3401 | 0 | 406.8401 | 414.3401 | 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 | -213886 | -142505 | -273495 | -72534 | 507652 | -579699 |
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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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