Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2539192.7867 | 2428774.4739 | 110418.3129 | 47940420.3951 | 82456465.425 | -34516045.0299 |
Total P&L (%) | 2539.1928 | 2428.7745 | 110.4183 | 47940.4204 | 82456.4654 | -34516.045 |
Avg Daily Profit (%) | 1.2427 | 1.1887 | 0.054 | 0.3027 | 0.3292 | 0 |
Buy And Hold Return (%) | 3905.7274 | 3905.7274 | 3905.7274 | 3905.7274 | 3905.7274 | 3905.7274 |
Max Trade Drawdown | -104088 | -64034 | -149195 | -34062786 | -12720259 | -48926188 |
Profit Factor | 4.4758 | 8.3542 | 1.2759 | 1.3191 | 2.5255 | 0.6412 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 54.023 | 52.2727 | 55.814 | 54.023 | 52.2727 | 55.814 |
Ratio Avg Win / Avg Loss | 3.8092 | 7.6278 | 1.0101 | 1.1226 | 2.3059 | 0.5076 |
Largest Winning Trade | 1223159 | 1223159 | 75950 | 26020630 | 26020630 | 13564122 |
Largest Losing Trade | -70840 | -56238 | -70840 | -16012328 | -9635960 | -16012328 |
Avg Bars in Trades | 91 | 87 | 96 | 91 | 87 | 96 |
Avg Bars in Winners | 108 | 102 | 113 | 108 | 102 | 113 |
Avg Bars in Losers | 72 | 70 | 74 | 72 | 70 | 74 |
Bars Traded | 7970 | 3839 | 4131 | 7970 | 3839 | 4131 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144063 | -143393 | -285788 | 355301 | 515149 | -579973 |
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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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