Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1589063.3178 | 1536188.2815 | 52875.0363 | 41658004.6935 | 48058777.5989 | -6400772.9054 |
Total P&L (%) | 1589.0633 | 1536.1883 | 52.875 | 41658.0047 | 48058.7776 | -6400.7729 |
Avg Daily Profit (%) | 0.8524 | 0.824 | 0.0284 | 0.3242 | 0.3319 | 0 |
Buy And Hold Return (%) | 9165.073 | 9165.073 | 9165.073 | 9165.073 | 9165.073 | 9165.073 |
Max Trade Drawdown | -111406 | -54789 | -78286 | -16287633 | -9643651 | -15328172 |
Profit Factor | 4.8955 | 9.077 | 1.2429 | 1.6575 | 2.703 | 0.8178 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 42.6829 | 46.3415 | 39.0244 | 42.6829 | 46.3415 | 39.0244 |
Ratio Avg Win / Avg Loss | 6.574 | 10.5103 | 1.942 | 2.2258 | 3.1298 | 1.2779 |
Largest Winning Trade | 619494 | 619494 | 62684 | 27901054 | 27901054 | 9967329 |
Largest Losing Trade | -30891 | -30891 | -30023 | -8078645 | -8078645 | -7718345 |
Avg Bars in Trades | 84 | 88 | 81 | 84 | 88 | 81 |
Avg Bars in Winners | 162 | 169 | 155 | 162 | 169 | 155 |
Avg Bars in Losers | 26 | 17 | 34 | 26 | 17 | 34 |
Bars Traded | 6963 | 3611 | 3352 | 6963 | 3611 | 3352 |
Profit Streak | 0 | 76.0632 | 0 | 0 | 76.0632 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156471 | -144891 | -324153 | -1121 | 443583 | -583343 |
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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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