Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1477049.7425 | 1442092.5482 | 34957.1943 | 28359493.9796 | 39088363.8357 | -10728869.8561 |
Total P&L (%) | 1477.0497 | 1442.0925 | 34.9572 | 28359.494 | 39088.3638 | -10728.8699 |
Avg Daily Profit (%) | 0.7912 | 0.7725 | 0.0187 | 0.3032 | 0.3204 | 0 |
Buy And Hold Return (%) | 9691.6496 | 9691.6496 | 9691.6496 | 9691.6496 | 9691.6496 | 9691.6496 |
Max Trade Drawdown | -60383 | -38923 | -45515 | -17943980 | -8442709 | -13568649 |
Profit Factor | 4.8794 | 10.5453 | 1.1522 | 1.6521 | 3.3746 | 0.6031 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Losing Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Profitability (%) | 35.8696 | 43.4783 | 28.2609 | 35.8696 | 43.4783 | 28.2609 |
Ratio Avg Win / Avg Loss | 8.7238 | 13.7089 | 2.9248 | 2.9537 | 4.387 | 1.5309 |
Largest Winning Trade | 598777 | 598777 | 61618 | 20760180 | 20760180 | 8101969 |
Largest Losing Trade | -35404 | -26114 | -35404 | -7758153 | -7758153 | -5719298 |
Avg Bars in Trades | 75 | 81 | 69 | 75 | 81 | 69 |
Avg Bars in Winners | 152 | 155 | 148 | 152 | 155 | 148 |
Avg Bars in Losers | 32 | 24 | 38 | 32 | 24 | 38 |
Bars Traded | 6962 | 3768 | 3194 | 6962 | 3768 | 3194 |
Profit Streak | 0 | 74.1722 | 0 | 0 | 74.1722 | 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 | -150229 | -145815 | -400968 | 130391 | 425877 | -593369 |
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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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