Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2972661.1035 | 2877584.0885 | 95077.015 | 35526186.9739 | 35965471.9098 | -439284.9358 |
Total P&L (%) | 2972.6611 | 2877.5841 | 95.077 | 35526.187 | 35965.4719 | -439.2849 |
Avg Daily Profit (%) | 1.6028 | 1.5515 | 0.0513 | 0.3173 | 0.318 | 0 |
Buy And Hold Return (%) | 7709.5238 | 7709.5238 | 7709.5238 | 7709.5238 | 7709.5238 | 7709.5238 |
Max Trade Drawdown | -158416 | -161726 | -54063 | -21238251 | -23021542 | -15601816 |
Profit Factor | 7.411 | 12.0678 | 1.4668 | 1.5942 | 2.1055 | 0.9839 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 58.4416 | 55.2632 | 61.5385 | 58.4416 | 55.2632 | 61.5385 |
Ratio Avg Win / Avg Loss | 5.27 | 9.7692 | 0.9167 | 1.1337 | 1.7044 | 0.6149 |
Largest Winning Trade | 2042984 | 2042984 | 30660 | 17157210 | 17157210 | 4961575 |
Largest Losing Trade | -57237 | -57237 | -48565 | -13414200 | -12119452 | -13414200 |
Avg Bars in Trades | 68 | 104 | 33 | 68 | 104 | 33 |
Avg Bars in Winners | 71 | 118 | 30 | 71 | 118 | 30 |
Avg Bars in Losers | 63 | 86 | 36 | 63 | 86 | 36 |
Bars Traded | 5255 | 3967 | 1288 | 5255 | 3967 | 1288 |
Profit Streak | 0 | 178.8159 | 0 | 0 | 178.8159 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -188292 | -141379 | -289279 | -35664 | 484931 | -579261 |
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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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