Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1554567.0071 | 1532307.5765 | 22259.4307 | 27645419.2701 | 47651479.8526 | -20006060.5825 |
Total P&L (%) | 1554.567 | 1532.3076 | 22.2594 | 27645.4193 | 47651.4799 | -20006.0606 |
Avg Daily Profit (%) | 0.8327 | 0.8207 | 0.0119 | 0.3018 | 0.3309 | 0 |
Buy And Hold Return (%) | 12728.2071 | 12728.2071 | 12728.2071 | 12728.2071 | 12728.2071 | 12728.2071 |
Max Trade Drawdown | -63954 | -71650 | -84993 | -18621021 | -7848279 | -26164940 |
Profit Factor | 4.479 | 9.1806 | 1.0858 | 1.3934 | 2.922 | 0.5601 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 45.3333 | 45.9459 | 44.7368 | 45.3333 | 45.9459 | 44.7368 |
Ratio Avg Win / Avg Loss | 5.4011 | 10.8007 | 1.3412 | 1.6803 | 3.4376 | 0.6919 |
Largest Winning Trade | 674731 | 674731 | 61983 | 23116913 | 23116913 | 7995544 |
Largest Losing Trade | -31759 | -21618 | -31759 | -10997921 | -6072116 | -10997921 |
Avg Bars in Trades | 46 | 49 | 43 | 46 | 49 | 43 |
Avg Bars in Winners | 68 | 73 | 63 | 68 | 73 | 63 |
Avg Bars in Losers | 27 | 29 | 26 | 27 | 29 | 26 |
Bars Traded | 3465 | 1830 | 1635 | 3465 | 1830 | 1635 |
Profit Streak | 0 | 30.9752 | 0 | 0 | 30.9752 | 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 | -208263 | -145096 | -470905 | -58161 | 405197 | -582811 |
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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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