Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3593584.9608 | 3447556.1608 | 146028.8 | 166783048.5769 | 139929128.4233 | 26853920.1537 |
Total P&L (%) | 3593.585 | 3447.5562 | 146.0288 | 166783.0486 | 139929.1284 | 26853.9202 |
Avg Daily Profit (%) | 1.7587 | 1.6872 | 0.0715 | 0.3638 | 0.3552 | 0.2743 |
Buy And Hold Return (%) | 3622.1927 | 3622.1927 | 3622.1927 | 3622.1927 | 3622.1927 | 3622.1927 |
Max Trade Drawdown | -100691 | -95674 | -88199 | -55967641 | -26780242 | -29187398 |
Profit Factor | 9.6425 | 17.147 | 1.7219 | 2.752 | 3.9982 | 1.5534 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 37.5 | 36.1111 | 38.8889 | 37.5 | 36.1111 | 38.8889 |
Ratio Avg Win / Avg Loss | 16.0708 | 30.337 | 2.7058 | 4.5867 | 7.0737 | 2.4411 |
Largest Winning Trade | 2570076 | 2570076 | 74203 | 96104700 | 96104700 | 39557587 |
Largest Losing Trade | -35323 | -35323 | -32933 | -29187398 | -26780242 | -29187398 |
Avg Bars in Trades | 78 | 77 | 79 | 78 | 77 | 79 |
Avg Bars in Winners | 181 | 198 | 165 | 181 | 198 | 165 |
Avg Bars in Losers | 17 | 9 | 25 | 17 | 9 | 25 |
Bars Traded | 5672 | 2799 | 2873 | 5672 | 2799 | 2873 |
Profit Streak | 261.1549 | 0 | 267.1549 | 261.1549 | 0 | 267.1549 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -231300 | -148716 | -263766 | -73360 | 396753 | 276559 |
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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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