Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1414980.144 | 1361733.1301 | 53247.014 | 39731642.5944 | 59220424.518 | -19488781.9236 |
Total P&L (%) | 1414.9801 | 1361.7331 | 53.247 | 39731.6426 | 59220.4245 | -19488.7819 |
Avg Daily Profit (%) | 0.7625 | 0.7338 | 0.0287 | 0.3232 | 0.3447 | 0 |
Buy And Hold Return (%) | 13998.2102 | 13998.2102 | 13998.2102 | 13998.2102 | 13998.2102 | 13998.2102 |
Max Trade Drawdown | -56708 | -28020 | -56347 | -29649263 | -14461782 | -24994528 |
Profit Factor | 5.2765 | 11.8969 | 1.2586 | 1.5585 | 3.0404 | 0.5372 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 38.8889 | 44.4444 | 33.3333 | 38.8889 | 44.4444 | 33.3333 |
Ratio Avg Win / Avg Loss | 8.2917 | 14.8711 | 2.5172 | 2.4491 | 3.8006 | 1.0744 |
Largest Winning Trade | 494472 | 494472 | 61512 | 36001020 | 36001020 | 10862960 |
Largest Losing Trade | -19947 | -19947 | -19278 | -11879642 | -11879642 | -9021727 |
Avg Bars in Trades | 72 | 75 | 69 | 72 | 75 | 69 |
Avg Bars in Winners | 137 | 140 | 134 | 137 | 140 | 134 |
Avg Bars in Losers | 31 | 23 | 37 | 31 | 23 | 37 |
Bars Traded | 5220 | 2712 | 2508 | 5220 | 2712 | 2508 |
Profit Streak | 0 | 146.9606 | 0 | 0 | 146.9606 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -233033 | -145849 | -325867 | -79488 | 427141 | -585594 |
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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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