Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1158032.4829 | 1146422.6505 | 11609.8324 | 15278201.2017 | 24387045.1616 | -9108843.9599 |
Total P&L (%) | 1158.0325 | 1146.4227 | 11.6098 | 15278.2012 | 24387.0452 | -9108.844 |
Avg Daily Profit (%) | 0.6246 | 0.6184 | 0.0063 | 0.272 | 0.2971 | 0 |
Buy And Hold Return (%) | 7544.6768 | 7544.6768 | 7544.6768 | 7544.6768 | 7544.6768 | 7544.6768 |
Max Trade Drawdown | -72567 | -62040 | -89492 | -17301897 | -5545486 | -15447114 |
Profit Factor | 3.2887 | 6.6048 | 1.0385 | 1.4239 | 2.6978 | 0.5798 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Losing Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Profitability (%) | 58.1395 | 67.4419 | 48.8372 | 58.1395 | 67.4419 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.3679 | 3.1885 | 1.088 | 1.0252 | 1.3024 | 0.6074 |
Largest Winning Trade | 580740 | 580740 | 66284 | 8373045 | 8373045 | 3651375 |
Largest Losing Trade | -46188 | -40316 | -46188 | -5641136 | -5545486 | -5641136 |
Avg Bars in Trades | 80 | 79 | 81 | 80 | 79 | 81 |
Avg Bars in Winners | 95 | 89 | 103 | 95 | 89 | 103 |
Avg Bars in Losers | 59 | 58 | 60 | 59 | 58 | 60 |
Bars Traded | 6916 | 3404 | 3512 | 6916 | 3404 | 3512 |
Profit Streak | 0 | 217.6646 | 0 | 0 | 217.6646 | 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 | -146538 | -142349 | -528796 | 146048 | 478283 | -581179 |
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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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