Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2789100.4858 | 2670812.6883 | 118287.7976 | 59420939.3287 | 70582109.9132 | -11161170.5845 |
Total P&L (%) | 2789.1005 | 2670.8127 | 118.2878 | 59420.9393 | 70582.1099 | -11161.1706 |
Avg Daily Profit (%) | 1.4959 | 1.4325 | 0.0634 | 0.3432 | 0.3525 | 0 |
Buy And Hold Return (%) | 7143.0731 | 7143.0731 | 7143.0731 | 7143.0731 | 7143.0731 | 7143.0731 |
Max Trade Drawdown | -104114 | -135307 | -50118 | -32304516 | -25643060 | -25320429 |
Profit Factor | 6.9926 | 9.7086 | 1.7452 | 1.4804 | 1.9809 | 0.7843 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 54.1176 | 57.1429 | 51.1628 | 54.1176 | 57.1429 | 51.1628 |
Ratio Avg Win / Avg Loss | 5.9285 | 7.2814 | 1.6659 | 1.2551 | 1.4856 | 0.7486 |
Largest Winning Trade | 1798013 | 1798013 | 26456 | 44496957 | 44496957 | 11278649 |
Largest Losing Trade | -61075 | -61075 | -21702 | -21585416 | -21585416 | -10761268 |
Avg Bars in Trades | 123 | 211 | 37 | 123 | 211 | 37 |
Avg Bars in Winners | 163 | 271 | 46 | 163 | 271 | 46 |
Avg Bars in Losers | 75 | 131 | 27 | 75 | 131 | 27 |
Bars Traded | 10489 | 8886 | 1603 | 10489 | 8886 | 1603 |
Profit Streak | 0 | 190.037 | 0 | 0 | 190.037 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142718 | -141206 | -270484 | 403525 | 515563 | -580576 |
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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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