Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12554868.1012 | 12570638.7084 | -15770.6071 | 5164526.472 | 4357724.1023 | 806802.3697 |
Total P&L (%) | 12554.8681 | 12570.6387 | -15.7706 | 5164.5265 | 4357.7241 | 806.8024 |
Avg Daily Profit (%) | 5.5639 | 5.5709 | -0.007 | 0.1758 | 0.1684 | 0.0978 |
Buy And Hold Return (%) | 7748.6014 | 7748.6014 | 7748.6014 | 7748.6014 | 7748.6014 | 7748.6014 |
Max Trade Drawdown | -151094 | -132623 | -46193 | -9544829 | -8726087 | -2396225 |
Profit Factor | 19.0494 | 25.1274 | 0.9097 | 1.164 | 1.1786 | 1.1137 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 68 | 26 | 42 | 68 | 26 | 42 |
Losing Trades | 81 | 48 | 33 | 81 | 48 | 33 |
Profitability (%) | 45.6376 | 35.1351 | 56 | 45.6376 | 35.1351 | 56 |
Ratio Avg Win / Avg Loss | 22.6911 | 46.3891 | 0.7147 | 1.3865 | 2.1758 | 0.875 |
Largest Winning Trade | 12402993 | 12402993 | 16213 | 9614362 | 9614362 | 1398396 |
Largest Losing Trade | -35165 | -35165 | -15114 | -1691613 | -1691613 | -890472 |
Avg Bars in Trades | 59 | 111 | 7 | 59 | 111 | 7 |
Avg Bars in Winners | 73 | 181 | 7 | 73 | 181 | 7 |
Avg Bars in Losers | 47 | 73 | 7 | 47 | 73 | 7 |
Bars Traded | 8839 | 8264 | 575 | 8839 | 8264 | 575 |
Profit Streak | 0 | 76.326 | 0 | 0 | 76.326 | 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 | 494974 | -54615 | -636402 | -199422 | -250664 | -380608 |
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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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