Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1547378.2414 | 1475143.5049 | 72234.7365 | 40633048.7561 | 54011349.0643 | -13378300.3082 |
Total P&L (%) | 1547.3782 | 1475.1435 | 72.2347 | 40633.0488 | 54011.3491 | -13378.3003 |
Avg Daily Profit (%) | 0.8215 | 0.7831 | 0.0383 | 0.3195 | 0.3347 | 0 |
Buy And Hold Return (%) | 6763.6753 | 6763.6753 | 6763.6753 | 6763.6753 | 6763.6753 | 6763.6753 |
Max Trade Drawdown | -110578 | -57316 | -82488 | -23281293 | -16978310 | -24761283 |
Profit Factor | 3.3045 | 5.9876 | 1.1923 | 1.3793 | 2.2583 | 0.7916 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Losing Trades | 91 | 40 | 51 | 91 | 40 | 51 |
Profitability (%) | 52.1053 | 57.8947 | 46.3158 | 52.1053 | 57.8947 | 46.3158 |
Ratio Avg Win / Avg Loss | 3.0375 | 4.3546 | 1.382 | 1.2678 | 1.6424 | 0.9176 |
Largest Winning Trade | 540914 | 540914 | 60705 | 26063002 | 26063002 | 12211075 |
Largest Losing Trade | -45590 | -27245 | -45590 | -9586251 | -6275558 | -9586251 |
Avg Bars in Trades | 58 | 60 | 55 | 58 | 60 | 55 |
Avg Bars in Winners | 83 | 85 | 80 | 83 | 85 | 80 |
Avg Bars in Losers | 30 | 26 | 34 | 30 | 26 | 34 |
Bars Traded | 11057 | 5765 | 5292 | 11057 | 5765 | 5292 |
Profit Streak | 0 | 11.7659 | 0 | 0 | 11.7659 | 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 | -145007 | -142886 | -318213 | 368430 | 534157 | -582511 |
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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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