Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1963063.5028 | 1888380.5738 | 74682.9291 | 25446664.2042 | 40170709.1594 | -14724044.9551 |
Total P&L (%) | 1963.0635 | 1888.3806 | 74.6829 | 25446.6642 | 40170.7092 | -14724.045 |
Avg Daily Profit (%) | 0.9608 | 0.9242 | 0.0366 | 0.2717 | 0.294 | 0 |
Buy And Hold Return (%) | 3227.3073 | 3227.3073 | 3227.3073 | 3227.3073 | 3227.3073 | 3227.3073 |
Max Trade Drawdown | -121338 | -111038 | -107652 | -19157993 | -13067486 | -17534018 |
Profit Factor | 3.7652 | 6.4119 | 1.2069 | 1.3249 | 2.194 | 0.6704 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 47.6744 | 44.186 | 51.1628 | 47.6744 | 44.186 | 51.1628 |
Ratio Avg Win / Avg Loss | 4.1325 | 8.0993 | 1.152 | 1.4542 | 2.7713 | 0.6399 |
Largest Winning Trade | 676132 | 676132 | 66112 | 21200222 | 21200222 | 5749628 |
Largest Losing Trade | -52341 | -36868 | -52341 | -7466531 | -7466531 | -7072063 |
Avg Bars in Trades | 91 | 124 | 58 | 91 | 124 | 58 |
Avg Bars in Winners | 120 | 181 | 68 | 120 | 181 | 68 |
Avg Bars in Losers | 65 | 79 | 49 | 65 | 79 | 49 |
Bars Traded | 7879 | 5349 | 2530 | 7879 | 5349 | 2530 |
Profit Streak | 417.8644 | 422.1144 | 0 | 417.8644 | 422.1144 | 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 | -145672 | -145600 | -310133 | 316692 | 410071 | -580576 |
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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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