Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1394408.3233 | 1360795.8903 | 33612.433 | 18652552.9895 | 26189285.5698 | -7536732.5804 |
Total P&L (%) | 1394.4083 | 1360.7959 | 33.6124 | 18652.553 | 26189.2856 | -7536.7326 |
Avg Daily Profit (%) | 0.7481 | 0.73 | 0.018 | 0.2812 | 0.2994 | 0 |
Buy And Hold Return (%) | 6842.3467 | 6842.3467 | 6842.3467 | 6842.3467 | 6842.3467 | 6842.3467 |
Max Trade Drawdown | -93630 | -51479 | -83595 | -14135567 | -6883684 | -11333209 |
Profit Factor | 3.3924 | 6.8276 | 1.0962 | 1.4405 | 2.7275 | 0.7227 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 40.2367 | 41.6667 | 38.8235 | 40.2367 | 41.6667 | 38.8235 |
Ratio Avg Win / Avg Loss | 5.0387 | 9.5587 | 1.7274 | 2.1396 | 3.8185 | 1.1389 |
Largest Winning Trade | 497669 | 497669 | 56769 | 14795160 | 14795160 | 5036415 |
Largest Losing Trade | -22712 | -18470 | -22712 | -3922760 | -3922760 | -3089952 |
Avg Bars in Trades | 42 | 44 | 41 | 42 | 44 | 41 |
Avg Bars in Winners | 75 | 90 | 59 | 75 | 90 | 59 |
Avg Bars in Losers | 20 | 11 | 29 | 20 | 11 | 29 |
Bars Traded | 7225 | 3712 | 3514 | 7225 | 3712 | 3514 |
Profit Streak | 0 | 72.3324 | 0 | 0 | 72.3324 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149479 | -146825 | -452790 | 162683 | 344569 | -583784 |
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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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