Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2867503.8049 | 2785334.7672 | 82169.0377 | 41515593.8743 | 64224502.5819 | -22708908.7076 |
Total P&L (%) | 2867.5038 | 2785.3348 | 82.169 | 41515.5939 | 64224.5026 | -22708.9087 |
Avg Daily Profit (%) | 1.4034 | 1.3632 | 0.0402 | 0.2956 | 0.317 | 0 |
Buy And Hold Return (%) | 2831.2657 | 2831.2657 | 2831.2657 | 2831.2657 | 2831.2657 | 2831.2657 |
Max Trade Drawdown | -238155 | -161259 | -135455 | -70536506 | -30765752 | -43376584 |
Profit Factor | 4.2833 | 7.7172 | 1.1791 | 1.3201 | 2.1703 | 0.6964 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 46.4789 | 43.662 | 49.2958 | 46.4789 | 43.662 | 49.2958 |
Ratio Avg Win / Avg Loss | 4.9323 | 9.9576 | 1.2128 | 1.5202 | 2.8004 | 0.7163 |
Largest Winning Trade | 1156324 | 1156324 | 80570 | 55768978 | 55768978 | 11080720 |
Largest Losing Trade | -40015 | -34921 | -40015 | -17122673 | -6880052 | -17122673 |
Avg Bars in Trades | 55 | 54 | 57 | 55 | 54 | 57 |
Avg Bars in Winners | 90 | 94 | 86 | 90 | 94 | 86 |
Avg Bars in Losers | 26 | 23 | 28 | 26 | 23 | 28 |
Bars Traded | 7921 | 3870 | 4051 | 7921 | 3870 | 4051 |
Profit Streak | 0 | 0 | 327.2892 | 0 | 0 | 327.2892 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141830 | -233017 | -414707 | 330459 | -76256 | -667043 |
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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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