Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3069188.2924 | 3058932.2659 | 10256.0265 | 9523017.0172 | 32319709.9569 | -22796692.9398 |
Total P&L (%) | 3069.1883 | 3058.9323 | 10.256 | 9523.017 | 32319.71 | -22796.6929 |
Avg Daily Profit (%) | 1.6451 | 1.6396 | 0.0055 | 0.2451 | 0.3104 | 0 |
Buy And Hold Return (%) | 7495.6846 | 7495.6846 | 7495.6846 | 7495.6846 | 7495.6846 | 7495.6846 |
Max Trade Drawdown | -167804 | -112046 | -124965 | -42779070 | -21849370 | -29067109 |
Profit Factor | 4.3808 | 7.2565 | 1.0245 | 1.0862 | 1.5792 | 0.5826 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 136 | 64 | 72 | 136 | 64 | 72 |
Losing Trades | 154 | 81 | 73 | 154 | 81 | 73 |
Profitability (%) | 46.8966 | 44.1379 | 49.6552 | 46.8966 | 44.1379 | 49.6552 |
Ratio Avg Win / Avg Loss | 4.9607 | 9.1839 | 1.0387 | 1.23 | 1.9987 | 0.5907 |
Largest Winning Trade | 2454910 | 2454910 | 58943 | 25263470 | 25263470 | 4642969 |
Largest Losing Trade | -28344 | -28344 | -17956 | -10218817 | -10218817 | -4520033 |
Avg Bars in Trades | 36 | 43 | 30 | 36 | 43 | 30 |
Avg Bars in Winners | 53 | 67 | 40 | 53 | 67 | 40 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 10695 | 6320 | 4375 | 10695 | 6320 | 4375 |
Profit Streak | 0 | 75.2369 | 0 | 0 | 75.2369 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144227 | -144839 | -545153 | -198558 | 304283 | -581082 |
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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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