Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2560663.0682 | 2527079.0906 | 33583.9776 | 30045186.8628 | 38558719.6518 | -8513532.7891 |
Total P&L (%) | 2560.6631 | 2527.0791 | 33.584 | 30045.1869 | 38558.7197 | -8513.5328 |
Avg Daily Profit (%) | 1.369 | 1.351 | 0.018 | 0.3057 | 0.319 | 0 |
Buy And Hold Return (%) | 6710.5629 | 6710.5629 | 6710.5629 | 6710.5629 | 6710.5629 | 6710.5629 |
Max Trade Drawdown | -69004 | -47677 | -72086 | -15118083 | -7563580 | -14418835 |
Profit Factor | 7.0158 | 13.3331 | 1.1521 | 1.8273 | 3.7004 | 0.6137 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 31.9588 | 34.6939 | 29.1667 | 31.9588 | 34.6939 | 29.1667 |
Ratio Avg Win / Avg Loss | 14.9369 | 25.0976 | 2.798 | 3.8903 | 6.9655 | 1.4905 |
Largest Winning Trade | 1798885 | 1798885 | 65370 | 18777329 | 18777329 | 7121838 |
Largest Losing Trade | -15967 | -15967 | -15865 | -2673067 | -2673067 | -2454122 |
Avg Bars in Trades | 73 | 74 | 71 | 73 | 74 | 71 |
Avg Bars in Winners | 174 | 176 | 172 | 174 | 176 | 172 |
Avg Bars in Losers | 25 | 20 | 30 | 25 | 20 | 30 |
Bars Traded | 7113 | 3672 | 3441 | 7113 | 3672 | 3441 |
Profit Streak | 35.8371 | 105.0871 | 0 | 35.8371 | 105.0871 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149804 | -148106 | -398074 | 158225 | 380137 | -590473 |
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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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