Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2329946.1814 | 2245191.9543 | 84754.2271 | 55312500.0926 | 72038983.4016 | -16726483.3089 |
Total P&L (%) | 2329.9462 | 2245.192 | 84.7542 | 55312.5001 | 72038.9834 | -16726.4833 |
Avg Daily Profit (%) | 1.2498 | 1.2043 | 0.0455 | 0.3394 | 0.3536 | 0 |
Buy And Hold Return (%) | 8494.8297 | 8494.8297 | 8494.8297 | 8494.8297 | 8494.8297 | 8494.8297 |
Max Trade Drawdown | -88618 | -68591 | -52663 | -23301254 | -12126585 | -21723529 |
Profit Factor | 7.3603 | 13.7594 | 1.4452 | 1.716 | 3.2331 | 0.6283 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 36.7089 | 33.3333 | 40 | 36.7089 | 33.3333 | 40 |
Ratio Avg Win / Avg Loss | 12.6902 | 27.5189 | 2.1678 | 2.9586 | 6.4662 | 0.9424 |
Largest Winning Trade | 1488317 | 1488317 | 63164 | 39076440 | 39076440 | 15264272 |
Largest Losing Trade | -29143 | -29143 | -17964 | -9507681 | -5196741 | -9507681 |
Avg Bars in Trades | 91 | 94 | 88 | 91 | 94 | 88 |
Avg Bars in Winners | 183 | 224 | 149 | 183 | 224 | 149 |
Avg Bars in Losers | 37 | 29 | 47 | 37 | 29 | 47 |
Bars Traded | 7195 | 3670 | 3525 | 7195 | 3670 | 3525 |
Profit Streak | 0 | 98.3221 | 0 | 0 | 98.3221 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180139 | -149633 | -299744 | -24290 | 346675 | -584638 |
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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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