Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3196553.5507 | 3120975.717 | 75577.8337 | 64955690.5652 | 87716736.7995 | -22761046.2343 |
Total P&L (%) | 3196.5536 | 3120.9757 | 75.5778 | 64955.6906 | 87716.7368 | -22761.0462 |
Avg Daily Profit (%) | 1.7227 | 1.682 | 0.0407 | 0.3497 | 0.366 | 0 |
Buy And Hold Return (%) | 10423.7957 | 10423.7957 | 10423.7957 | 10423.7957 | 10423.7957 | 10423.7957 |
Max Trade Drawdown | -59707 | -62962 | -57053 | -28932743 | -14194888 | -37552008 |
Profit Factor | 11.0088 | 19.2106 | 1.5107 | 1.5162 | 2.4644 | 0.6548 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 34.6154 | 38.4615 | 30.7692 | 34.6154 | 38.4615 | 30.7692 |
Ratio Avg Win / Avg Loss | 20.7944 | 30.7369 | 3.3991 | 2.864 | 3.9431 | 1.4732 |
Largest Winning Trade | 2410395 | 2410395 | 59257 | 60366279 | 60366279 | 22548546 |
Largest Losing Trade | -38938 | -38938 | -13020 | -7816039 | -7816039 | -6630811 |
Avg Bars in Trades | 42 | 51 | 34 | 42 | 51 | 34 |
Avg Bars in Winners | 97 | 105 | 88 | 97 | 105 | 88 |
Avg Bars in Losers | 13 | 17 | 11 | 13 | 17 | 11 |
Bars Traded | 3351 | 1991 | 1361 | 3351 | 1991 | 1361 |
Profit Streak | 0 | 83.9967 | 0 | 0 | 83.9967 | 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 | -188043 | -147226 | -309250 | -33439 | 368789 | -586569 |
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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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