Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1446061.5655 | 1407515.2868 | 38546.2787 | 31993174.0884 | 41162918.9183 | -9169744.8299 |
Total P&L (%) | 1446.0616 | 1407.5153 | 38.5463 | 31993.1741 | 41162.9189 | -9169.7448 |
Avg Daily Profit (%) | 0.775 | 0.7543 | 0.0207 | 0.3098 | 0.3233 | 0 |
Buy And Hold Return (%) | 11328.5714 | 11328.5714 | 11328.5714 | 11328.5714 | 11328.5714 | 11328.5714 |
Max Trade Drawdown | -55564 | -32842 | -82965 | -15997221 | -10067029 | -14546118 |
Profit Factor | 4.8052 | 9.894 | 1.1738 | 1.6906 | 2.9667 | 0.6389 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 35.1351 | 40.5405 | 29.7297 | 35.1351 | 40.5405 | 29.7297 |
Ratio Avg Win / Avg Loss | 8.8712 | 14.5112 | 2.7745 | 3.1211 | 4.3512 | 1.5102 |
Largest Winning Trade | 515311 | 515311 | 62416 | 21118843 | 21118843 | 7189499 |
Largest Losing Trade | -25625 | -19947 | -25625 | -7754870 | -7754870 | -5889261 |
Avg Bars in Trades | 70 | 72 | 68 | 70 | 72 | 68 |
Avg Bars in Winners | 148 | 150 | 145 | 148 | 150 | 145 |
Avg Bars in Losers | 28 | 20 | 35 | 28 | 20 | 35 |
Bars Traded | 5221 | 2695 | 2526 | 5221 | 2695 | 2526 |
Profit Streak | 0 | 157.0237 | 0 | 0 | 157.0237 | 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 | -219732 | -147182 | -368222 | -65646 | 342024 | -586963 |
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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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