Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1486029.1115 | 1436529.9608 | 49499.1508 | 36858417.7898 | 40983298.7627 | -4124880.9729 |
Total P&L (%) | 1486.0291 | 1436.53 | 49.4992 | 36858.4178 | 40983.2988 | -4124.881 |
Avg Daily Profit (%) | 0.7897 | 0.7634 | 0.0263 | 0.3147 | 0.3203 | 0 |
Buy And Hold Return (%) | 7752.1932 | 7752.1932 | 7752.1932 | 7752.1932 | 7752.1932 | 7752.1932 |
Max Trade Drawdown | -75519 | -66168 | -68953 | -12229092 | -4996573 | -10589284 |
Profit Factor | 3.5165 | 6.8415 | 1.1436 | 1.6293 | 2.7182 | 0.8812 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Losing Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Profitability (%) | 45.5621 | 51.1905 | 40 | 45.5621 | 51.1905 | 40 |
Ratio Avg Win / Avg Loss | 4.2015 | 6.5233 | 1.7155 | 1.9467 | 2.5917 | 1.3218 |
Largest Winning Trade | 503987 | 503987 | 61513 | 15531235 | 15531235 | 7410966 |
Largest Losing Trade | -34043 | -24935 | -34043 | -6658191 | -2746191 | -6658191 |
Avg Bars in Trades | 65 | 67 | 63 | 65 | 67 | 63 |
Avg Bars in Winners | 102 | 105 | 99 | 102 | 105 | 99 |
Avg Bars in Losers | 34 | 27 | 39 | 34 | 27 | 39 |
Bars Traded | 11047 | 5663 | 5384 | 11047 | 5663 | 5384 |
Profit Streak | 0 | 92.6046 | 0 | 0 | 92.6046 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146833 | -143127 | -389133 | 349594 | 517635 | -583326 |
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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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