Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1458766.6897 | 1416920.7307 | 41845.959 | 29816639.4061 | 32486252.3117 | -2669612.9056 |
Total P&L (%) | 1458.7667 | 1416.9207 | 41.846 | 29816.6394 | 32486.2523 | -2669.6129 |
Avg Daily Profit (%) | 0.7802 | 0.7578 | 0.0224 | 0.3054 | 0.31 | 0 |
Buy And Hold Return (%) | 8540.5841 | 8540.5841 | 8540.5841 | 8540.5841 | 8540.5841 | 8540.5841 |
Max Trade Drawdown | -74908 | -53933 | -74151 | -9082819 | -3995978 | -7857693 |
Profit Factor | 4.5821 | 8.909 | 1.1835 | 1.831 | 3.3254 | 0.8782 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 43.5897 | 43.5897 | 43.5897 | 43.5897 | 43.5897 | 43.5897 |
Ratio Avg Win / Avg Loss | 5.9298 | 11.5293 | 1.5315 | 2.3695 | 4.3034 | 1.1364 |
Largest Winning Trade | 542982 | 542982 | 57684 | 15124829 | 15124829 | 6060305 |
Largest Losing Trade | -38913 | -32231 | -38913 | -4821335 | -2375289 | -4821335 |
Avg Bars in Trades | 67 | 71 | 63 | 67 | 71 | 63 |
Avg Bars in Winners | 118 | 133 | 103 | 118 | 133 | 103 |
Avg Bars in Losers | 27 | 23 | 31 | 27 | 23 | 31 |
Bars Traded | 5241 | 2780 | 2461 | 5241 | 2780 | 2461 |
Profit Streak | 0 | 80.631 | 0 | 0 | 80.631 | 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 | -186562 | -146358 | -348819 | -31532 | 396885 | -581583 |
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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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