Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2800530.7065 | 2764385.1134 | 36145.5931 | 22810906.635 | 32667299.9648 | -9856393.3298 |
Total P&L (%) | 2800.5307 | 2764.3851 | 36.1456 | 22810.9066 | 32667.3 | -9856.3933 |
Avg Daily Profit (%) | 1.504 | 1.4846 | 0.0194 | 0.2923 | 0.3115 | 0 |
Buy And Hold Return (%) | 6205.652 | 6205.652 | 6205.652 | 6205.652 | 6205.652 | 6205.652 |
Max Trade Drawdown | -88745 | -99882 | -87097 | -19686649 | -15675999 | -12052231 |
Profit Factor | 5.937 | 10.6197 | 1.1291 | 1.3452 | 1.9589 | 0.6922 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 44.9438 | 43.1818 | 46.6667 | 44.9438 | 43.1818 | 46.6667 |
Ratio Avg Win / Avg Loss | 7.2729 | 13.9733 | 1.2905 | 1.6478 | 2.5776 | 0.7911 |
Largest Winning Trade | 1986595 | 1986595 | 61041 | 19794789 | 19794789 | 5774241 |
Largest Losing Trade | -29349 | -29349 | -27515 | -12338513 | -12338513 | -5125049 |
Avg Bars in Trades | 40 | 46 | 35 | 40 | 46 | 35 |
Avg Bars in Winners | 65 | 79 | 53 | 65 | 79 | 53 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 3625 | 2031 | 1594 | 3625 | 2031 | 1594 |
Profit Streak | 0 | 94.8767 | 0 | 0 | 94.8767 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145247 | -145123 | -412398 | 218094 | 357147 | -582008 |
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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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