Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1392962.2766 | 1363579.1598 | 29383.1168 | 15502716.7484 | 15801740.0476 | -299023.2993 |
Total P&L (%) | 1392.9623 | 1363.5792 | 29.3831 | 15502.7167 | 15801.74 | -299.0233 |
Avg Daily Profit (%) | 0.7504 | 0.7346 | 0.0158 | 0.2724 | 0.2735 | 0 |
Buy And Hold Return (%) | 5985.6851 | 5985.6851 | 5985.6851 | 5985.6851 | 5985.6851 | 5985.6851 |
Max Trade Drawdown | -137424 | -99824 | -79238 | -7211755 | -3915417 | -5920033 |
Profit Factor | 3.8356 | 7.318 | 1.1067 | 1.6509 | 2.6025 | 0.9786 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 42.1687 | 46.3415 | 38.0952 | 42.1687 | 46.3415 | 38.0952 |
Ratio Avg Win / Avg Loss | 5.2603 | 8.4734 | 1.7984 | 2.2641 | 3.0135 | 1.5902 |
Largest Winning Trade | 492594 | 492594 | 68120 | 6126762 | 6126762 | 3741390 |
Largest Losing Trade | -36070 | -36070 | -28492 | -2291271 | -1869677 | -2291271 |
Avg Bars in Trades | 86 | 88 | 84 | 86 | 88 | 84 |
Avg Bars in Winners | 143 | 148 | 136 | 143 | 148 | 136 |
Avg Bars in Losers | 45 | 37 | 52 | 45 | 37 | 52 |
Bars Traded | 7192 | 3639 | 3553 | 7192 | 3639 | 3553 |
Profit Streak | 0 | 158.8083 | 0 | 0 | 158.8083 | 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 | -150417 | -145064 | -444123 | 143444 | 351910 | -582586 |
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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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