Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3032207.5033 | 3022679.3405 | 9528.1628 | 23854958.5448 | 37165914.1705 | -13310955.6256 |
Total P&L (%) | 3032.2075 | 3022.6793 | 9.5282 | 23854.9585 | 37165.9142 | -13310.9556 |
Avg Daily Profit (%) | 1.6224 | 1.6173 | 0.0051 | 0.2936 | 0.3173 | 0 |
Buy And Hold Return (%) | 10641.0072 | 10641.0072 | 10641.0072 | 10641.0072 | 10641.0072 | 10641.0072 |
Max Trade Drawdown | -135805 | -124272 | -93497 | -18422089 | -17178253 | -23367585 |
Profit Factor | 7.8382 | 13.4364 | 1.0476 | 1.2898 | 1.8795 | 0.6678 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Losing Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Profitability (%) | 37.7551 | 46.9388 | 28.5714 | 37.7551 | 46.9388 | 28.5714 |
Ratio Avg Win / Avg Loss | 12.9225 | 15.189 | 2.6189 | 2.1264 | 2.1246 | 1.6695 |
Largest Winning Trade | 2286926 | 2286926 | 64957 | 27564643 | 27564643 | 8749067 |
Largest Losing Trade | -59139 | -59139 | -16400 | -10752608 | -10752608 | -4030615 |
Avg Bars in Trades | 34 | 40 | 28 | 34 | 40 | 28 |
Avg Bars in Winners | 64 | 63 | 67 | 64 | 63 | 67 |
Avg Bars in Losers | 16 | 20 | 12 | 16 | 20 | 12 |
Bars Traded | 3392 | 1998 | 1393 | 3392 | 1998 | 1393 |
Profit Streak | 0 | 100.5847 | 0 | 0 | 100.5847 | 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 | -147870 | -143112 | -532872 | 6913 | 367082 | -591978 |
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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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