Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1631275.3873 | 1541691.0314 | 89584.3559 | 7708833.0123 | 29537091.3938 | -21828258.3815 |
Total P&L (%) | 1631.2754 | 1541.691 | 89.5844 | 7708.833 | 29537.0914 | -21828.2584 |
Avg Daily Profit (%) | 0.8837 | 0.8352 | 0.0485 | 0.2363 | 0.3088 | 0 |
Buy And Hold Return (%) | 462.0207 | 462.0207 | 462.0207 | 462.0207 | 462.0207 | 462.0207 |
Max Trade Drawdown | -183257 | -90873 | -108252 | -56798510 | -23788481 | -34897362 |
Profit Factor | 3.3484 | 5.8192 | 1.2391 | 1.0631 | 1.5471 | 0.6802 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 43.75 | 40.625 | 46.875 | 43.75 | 40.625 | 46.875 |
Ratio Avg Win / Avg Loss | 4.3051 | 8.5051 | 1.4043 | 1.3668 | 2.2611 | 0.7709 |
Largest Winning Trade | 957323 | 957323 | 73700 | 44322705 | 44322705 | 5646407 |
Largest Losing Trade | -31362 | -23734 | -31362 | -13493634 | -10254106 | -13493634 |
Avg Bars in Trades | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Winners | 84 | 87 | 82 | 84 | 87 | 82 |
Avg Bars in Losers | 32 | 27 | 38 | 32 | 27 | 38 |
Bars Traded | 7103 | 3317 | 3786 | 7103 | 3317 | 3786 |
Profit Streak | 0 | 39.8883 | 0 | 0 | 39.8883 | 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 | 536777 | -123775 | -434562 | -144908 | -130883 | -721173 |
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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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