Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2241671.3816 | 2151864.1578 | 89807.2238 | 71636105.1867 | 86827724.9631 | -15191619.7764 |
Total P&L (%) | 2241.6714 | 2151.8642 | 89.8072 | 71636.1052 | 86827.725 | -15191.6198 |
Avg Daily Profit (%) | 1.2055 | 1.1572 | 0.0483 | 0.3542 | 0.3646 | 0 |
Buy And Hold Return (%) | 9399.2095 | 9399.2095 | 9399.2095 | 9399.2095 | 9399.2095 | 9399.2095 |
Max Trade Drawdown | -61219 | -49385 | -63163 | -35401808 | -18442200 | -23174662 |
Profit Factor | 8.1554 | 16.377 | 1.5181 | 1.8939 | 3.5112 | 0.6665 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 33.8028 | 37.1429 | 30.5556 | 33.8028 | 37.1429 | 30.5556 |
Ratio Avg Win / Avg Loss | 15.971 | 27.7149 | 3.4502 | 3.709 | 5.9421 | 1.5149 |
Largest Winning Trade | 1352095 | 1352095 | 61672 | 44041545 | 44041545 | 18077827 |
Largest Losing Trade | -24025 | -19554 | -24025 | -8092396 | -7548779 | -8092396 |
Avg Bars in Trades | 101 | 103 | 99 | 101 | 103 | 99 |
Avg Bars in Winners | 215 | 231 | 195 | 215 | 231 | 195 |
Avg Bars in Losers | 43 | 27 | 57 | 43 | 27 | 57 |
Bars Traded | 7202 | 3616 | 3586 | 7202 | 3616 | 3586 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -241308 | -148783 | -299225 | -84624 | 400975 | -585564 |
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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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