Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2182074.597 | 2199221.141 | -17146.544 | 2946863.4914 | 29877331.1643 | -26930467.6729 |
Total P&L (%) | 2182.0746 | 2199.2211 | -17.1465 | 2946.8635 | 29877.3312 | -26930.4677 |
Avg Daily Profit (%) | 1.0678 | 1.0762 | -0.0084 | 0.1673 | 0.2795 | 0 |
Buy And Hold Return (%) | 3097.9881 | 3097.9881 | 3097.9881 | 3097.9881 | 3097.9881 | 3097.9881 |
Max Trade Drawdown | -162929 | -95069 | -189224 | -25481773 | -10865003 | -29114389 |
Profit Factor | 3.7352 | 7.3298 | 0.9619 | 1.0418 | 2.0696 | 0.3684 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 53.3333 | 55.2632 | 51.3514 | 53.3333 | 55.2632 | 51.3514 |
Ratio Avg Win / Avg Loss | 3.2683 | 5.9336 | 0.9113 | 0.9115 | 1.6754 | 0.349 |
Largest Winning Trade | 1332651 | 1332651 | 76656 | 21727011 | 21727011 | 6483475 |
Largest Losing Trade | -67799 | -67799 | -62534 | -12522264 | -10865003 | -12522264 |
Avg Bars in Trades | 52 | 49 | 55 | 52 | 49 | 55 |
Avg Bars in Winners | 67 | 66 | 69 | 67 | 66 | 69 |
Avg Bars in Losers | 35 | 29 | 40 | 35 | 29 | 40 |
Bars Traded | 3943 | 1893 | 2050 | 3943 | 1893 | 2050 |
Profit Streak | 383.0448 | 429.5448 | 383.0448 | 383.0448 | 429.5448 | 383.0448 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205016 | -141809 | -580011 | -393785 | 528683 | -580011 |
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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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