Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3290313.9541 | 3212621.2847 | 77692.6694 | 39619335.1279 | 55218943.5006 | -15599608.3727 |
Total P&L (%) | 3290.314 | 3212.6213 | 77.6927 | 39619.3351 | 55218.9435 | -15599.6084 |
Avg Daily Profit (%) | 1.7626 | 1.721 | 0.0416 | 0.3211 | 0.3389 | 0 |
Buy And Hold Return (%) | 7724.4973 | 7724.4973 | 7724.4973 | 7724.4973 | 7724.4973 | 7724.4973 |
Max Trade Drawdown | -117280 | -97503 | -116087 | -55326986 | -26901982 | -44220871 |
Profit Factor | 5.4351 | 9.1993 | 1.2219 | 1.1776 | 1.4691 | 0.852 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Profitability (%) | 49.0099 | 49.505 | 48.5149 | 49.0099 | 49.505 | 48.5149 |
Ratio Avg Win / Avg Loss | 5.6547 | 9.3833 | 1.2968 | 1.2252 | 1.4985 | 0.9042 |
Largest Winning Trade | 2349434 | 2349434 | 58273 | 31543581 | 31543581 | 16075869 |
Largest Losing Trade | -43506 | -43506 | -17620 | -11442264 | -11442264 | -7659376 |
Avg Bars in Trades | 35 | 42 | 27 | 35 | 42 | 27 |
Avg Bars in Winners | 48 | 60 | 36 | 48 | 60 | 36 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 7099 | 4294 | 2805 | 7099 | 4294 | 2805 |
Profit Streak | 0 | 98.4223 | 0 | 0 | 98.4223 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142989 | -142324 | -304070 | -16686 | 406876 | -581362 |
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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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