Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1261768.7429 | 1228626.8893 | 33141.8536 | 16123978.6312 | 20537485.6623 | -4413507.0311 |
Total P&L (%) | 1261.7687 | 1228.6269 | 33.1419 | 16123.9786 | 20537.4857 | -4413.507 |
Avg Daily Profit (%) | 0.6753 | 0.6576 | 0.0177 | 0.2728 | 0.2857 | 0 |
Buy And Hold Return (%) | 6614.0669 | 6614.0669 | 6614.0669 | 6614.0669 | 6614.0669 | 6614.0669 |
Max Trade Drawdown | -51638 | -32991 | -97173 | -5757099 | -1883541 | -8515413 |
Profit Factor | 3.8879 | 10.9632 | 1.1057 | 1.6793 | 4.2592 | 0.7468 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Losing Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Profitability (%) | 46.3158 | 53.1915 | 39.5833 | 46.3158 | 53.1915 | 39.5833 |
Ratio Avg Win / Avg Loss | 4.5065 | 9.6476 | 1.6876 | 1.9465 | 3.7481 | 1.1399 |
Largest Winning Trade | 412285 | 412285 | 63477 | 10714955 | 10714955 | 5121540 |
Largest Losing Trade | -45994 | -24406 | -45994 | -2452643 | -1671754 | -2452643 |
Avg Bars in Trades | 57 | 58 | 55 | 57 | 58 | 55 |
Avg Bars in Winners | 84 | 88 | 79 | 84 | 88 | 79 |
Avg Bars in Losers | 33 | 24 | 40 | 33 | 24 | 40 |
Bars Traded | 5423 | 2736 | 2687 | 5423 | 2736 | 2687 |
Profit Streak | 0 | 107.5277 | 0 | 0 | 107.5277 | 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 | -147877 | -143847 | -442059 | 240892 | 520444 | -583073 |
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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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