Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1587085.4418 | 1520892.0967 | 66193.3451 | 55145576.8605 | 62504065.8421 | -7358488.9816 |
Total P&L (%) | 1587.0854 | 1520.8921 | 66.1933 | 55145.5769 | 62504.0658 | -7358.489 |
Avg Daily Profit (%) | 0.8505 | 0.8151 | 0.0355 | 0.339 | 0.3457 | 0 |
Buy And Hold Return (%) | 9659.3431 | 9659.3431 | 9659.3431 | 9659.3431 | 9659.3431 | 9659.3431 |
Max Trade Drawdown | -81629 | -37003 | -75820 | -11777579 | -8557164 | -16832953 |
Profit Factor | 5.29 | 10.4211 | 1.3175 | 1.7446 | 3.0031 | 0.8283 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 40.2439 | 43.9024 | 36.5854 | 40.2439 | 43.9024 | 36.5854 |
Ratio Avg Win / Avg Loss | 7.8549 | 13.3158 | 2.2836 | 2.5905 | 3.8372 | 1.4357 |
Largest Winning Trade | 626842 | 626842 | 63621 | 30235877 | 30235877 | 16714712 |
Largest Losing Trade | -38381 | -33189 | -38381 | -6732637 | -3895549 | -6732637 |
Avg Bars in Trades | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Winners | 86 | 88 | 84 | 86 | 88 | 84 |
Avg Bars in Losers | 12 | 9 | 16 | 12 | 9 | 16 |
Bars Traded | 3483 | 1799 | 1684 | 3483 | 1799 | 1684 |
Profit Streak | 0 | 78.0015 | 0 | 0 | 78.0015 | 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 | -157131 | -145848 | -315166 | -899 | 463982 | -584292 |
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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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