Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1294683.9732 | 1006071.3594 | 288612.6138 | 390758119.3554 | 327717962.0313 | 63040157.324 |
Total P&L (%) | 1294.684 | 1006.0714 | 288.6126 | 390758.1194 | 327717.962 | 63040.1573 |
Avg Daily Profit (%) | 0.5178 | 0.4023 | 0.1154 | 0.3313 | 0.3243 | 0.2582 |
Buy And Hold Return (%) | 859.8777 | 859.8777 | 859.8777 | 859.8777 | 859.8777 | 859.8777 |
Max Trade Drawdown | -74759 | -74614 | -18548 | -64459411 | -30181442 | -34277968 |
Profit Factor | 5.5728 | 7.6291 | 3.1971 | 4.6612 | 8.3491 | 2.0145 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 60.4396 | 60 | 60.8696 | 60.4396 | 60 | 60.8696 |
Ratio Avg Win / Avg Loss | 3.6476 | 5.0861 | 2.0553 | 3.051 | 5.566 | 1.2951 |
Largest Winning Trade | 346863 | 346863 | 42594 | 156112192 | 156112192 | 63225913 |
Largest Losing Trade | -22693 | -22693 | -18548 | -34277968 | -30181442 | -34277968 |
Avg Bars in Trades | 51 | 62 | 41 | 51 | 62 | 41 |
Avg Bars in Winners | 60 | 71 | 50 | 60 | 71 | 50 |
Avg Bars in Losers | 38 | 48 | 28 | 38 | 48 | 28 |
Bars Traded | 4715 | 2798 | 1916 | 4715 | 2798 | 1916 |
Profit Streak | 0 | 166.7601 | 0 | 0 | 166.7601 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373691 | -92258 | -197095 | 658896 | 718466 | 458457 |
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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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