Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3174572.4564 | 3048278.0292 | 126294.4271 | 71901803.6372 | 102475208.6278 | -30573404.9906 |
Total P&L (%) | 3174.5725 | 3048.278 | 126.2944 | 71901.8036 | 102475.2086 | -30573.405 |
Avg Daily Profit (%) | 1.5537 | 1.4919 | 0.0618 | 0.3225 | 0.3399 | 0 |
Buy And Hold Return (%) | 2947.4946 | 2947.4946 | 2947.4946 | 2947.4946 | 2947.4946 | 2947.4946 |
Max Trade Drawdown | -121058 | -63364 | -100420 | -81160939 | -44305902 | -90307951 |
Profit Factor | 4.5068 | 7.5981 | 1.2849 | 1.2319 | 1.7481 | 0.8234 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 49.162 | 46.6667 | 51.6854 | 49.162 | 46.6667 | 51.6854 |
Ratio Avg Win / Avg Loss | 4.6605 | 8.6835 | 1.2011 | 1.2739 | 1.9978 | 0.7697 |
Largest Winning Trade | 1895612 | 1895612 | 78140 | 39135559 | 39135559 | 29071475 |
Largest Losing Trade | -72252 | -59182 | -72252 | -30726685 | -24005221 | -30726685 |
Avg Bars in Trades | 44 | 44 | 45 | 44 | 44 | 45 |
Avg Bars in Winners | 53 | 51 | 55 | 53 | 51 | 55 |
Avg Bars in Losers | 35 | 37 | 33 | 35 | 37 | 33 |
Bars Traded | 7982 | 3960 | 4022 | 7982 | 3960 | 4022 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119944 | -134455 | -276275 | 337106 | 393750 | -580875 |
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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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