Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3109064.1663 | 3041737.6376 | 67326.5287 | 32460629.1722 | 47000770.3024 | -14540141.1301 |
Total P&L (%) | 3109.0642 | 3041.7376 | 67.3265 | 32460.6292 | 47000.7703 | -14540.1411 |
Avg Daily Profit (%) | 1.5214 | 1.4885 | 0.0329 | 0.2835 | 0.3016 | 0 |
Buy And Hold Return (%) | 4423.9327 | 4423.9327 | 4423.9327 | 4423.9327 | 4423.9327 | 4423.9327 |
Max Trade Drawdown | -122182 | -76548 | -76482 | -20025391 | -12612934 | -23771983 |
Profit Factor | 5.6071 | 9.9934 | 1.2 | 1.3572 | 2.1892 | 0.7169 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 48.0519 | 53.8462 | 42.1053 | 48.0519 | 53.8462 | 42.1053 |
Ratio Avg Win / Avg Loss | 6.0617 | 8.5657 | 1.65 | 1.4672 | 1.8764 | 0.9857 |
Largest Winning Trade | 1391986 | 1391986 | 69636 | 16728428 | 16728428 | 5736798 |
Largest Losing Trade | -48903 | -48903 | -45046 | -16004553 | -12612934 | -16004553 |
Avg Bars in Trades | 50 | 56 | 43 | 50 | 56 | 43 |
Avg Bars in Winners | 70 | 72 | 67 | 70 | 72 | 67 |
Avg Bars in Losers | 31 | 37 | 26 | 31 | 37 | 26 |
Bars Traded | 3865 | 2202 | 1663 | 3865 | 2202 | 1663 |
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 | -190780 | -142966 | -317127 | -37850 | 489277 | -583835 |
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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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