Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1534205.9083 | 1474071.2202 | 60134.6881 | 51051505.3266 | 62138901.4741 | -11087396.1475 |
Total P&L (%) | 1534.2059 | 1474.0712 | 60.1347 | 51051.5053 | 62138.9015 | -11087.3961 |
Avg Daily Profit (%) | 0.8246 | 0.7923 | 0.0323 | 0.3358 | 0.3464 | 0 |
Buy And Hold Return (%) | 9772.6292 | 9772.6292 | 9772.6292 | 9772.6292 | 9772.6292 | 9772.6292 |
Max Trade Drawdown | -70450 | -36228 | -64713 | -33838352 | -15307411 | -21170968 |
Profit Factor | 5.1238 | 10.5021 | 1.2772 | 1.6657 | 3.0035 | 0.7572 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 38.1579 | 42.1053 | 34.2105 | 38.1579 | 42.1053 | 34.2105 |
Ratio Avg Win / Avg Loss | 8.304 | 14.4404 | 2.4562 | 2.6996 | 4.1299 | 1.4562 |
Largest Winning Trade | 477380 | 477380 | 63405 | 34728921 | 34728921 | 12753346 |
Largest Losing Trade | -30962 | -25153 | -30962 | -15859941 | -12897306 | -15859941 |
Avg Bars in Trades | 45 | 47 | 44 | 45 | 47 | 44 |
Avg Bars in Winners | 93 | 97 | 88 | 93 | 97 | 88 |
Avg Bars in Losers | 16 | 11 | 20 | 16 | 11 | 20 |
Bars Traded | 3482 | 1805 | 1676 | 3482 | 1805 | 1676 |
Profit Streak | 0 | 72.1197 | 0 | 0 | 72.1197 | 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 | -203087 | -146648 | -320559 | -47213 | 435565 | -585238 |
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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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