Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2801199.475 | 2756564.3559 | 44635.1191 | 35072548.1987 | 68814118.5119 | -33741570.3131 |
Total P&L (%) | 2801.1995 | 2756.5644 | 44.6351 | 35072.5482 | 68814.1185 | -33741.5703 |
Avg Daily Profit (%) | 1.4976 | 1.4737 | 0.0239 | 0.3139 | 0.35 | 0 |
Buy And Hold Return (%) | 6000.3714 | 6000.3714 | 6000.3714 | 6000.3714 | 6000.3714 | 6000.3714 |
Max Trade Drawdown | -99999 | -95232 | -67401 | -60110042 | -31650134 | -34792051 |
Profit Factor | 6.7965 | 12.7633 | 1.1793 | 1.2687 | 2.1128 | 0.5086 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 46.1538 | 46.1538 | 46.1538 | 46.1538 | 46.1538 | 46.1538 |
Ratio Avg Win / Avg Loss | 7.9293 | 14.8906 | 1.3759 | 1.4802 | 2.4649 | 0.5934 |
Largest Winning Trade | 1986595 | 1986595 | 66087 | 45385036 | 45385036 | 9183312 |
Largest Losing Trade | -29349 | -29349 | -28879 | -15040251 | -15040251 | -9645632 |
Avg Bars in Trades | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Winners | 77 | 85 | 69 | 77 | 85 | 69 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 3686 | 1931 | 1755 | 3686 | 1931 | 1755 |
Profit Streak | 31.8375 | 35.8375 | 0 | 31.8375 | 35.8375 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -183210 | -144430 | -351522 | -31598 | 446605 | -582253 |
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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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