Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007813.5195 | 829264.0309 | 178549.4886 | 41756879.0518 | 87897991.3572 | -46141112.3053 |
Total P&L (%) | 1007.8135 | 829.264 | 178.5495 | 41756.8791 | 87897.9914 | -46141.1123 |
Avg Daily Profit (%) | 0.403 | 0.3316 | 0.0714 | 0.2417 | 0.2715 | 0 |
Buy And Hold Return (%) | 868.741 | 868.741 | 868.741 | 868.741 | 868.741 | 868.741 |
Max Trade Drawdown | -97946 | -91595 | -73365 | -61837011 | -5546055 | -63805744 |
Profit Factor | 2.7234 | 3.71 | 1.6405 | 1.434 | 5.5158 | 0.3988 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 54.6584 | 50.6173 | 58.75 | 54.6584 | 50.6173 | 58.75 |
Ratio Avg Win / Avg Loss | 2.2592 | 3.6195 | 1.1518 | 1.1896 | 5.3813 | 0.28 |
Largest Winning Trade | 172952 | 172952 | 60488 | 58252829 | 58252829 | 5478052 |
Largest Losing Trade | -64287 | -35837 | -64287 | -59101940 | -4271854 | -59101940 |
Avg Bars in Trades | 29 | 34 | 24 | 29 | 34 | 24 |
Avg Bars in Winners | 37 | 42 | 33 | 37 | 42 | 33 |
Avg Bars in Losers | 19 | 25 | 11 | 19 | 25 | 11 |
Bars Traded | 4727 | 2774 | 1953 | 4727 | 2774 | 1953 |
Profit Streak | 70.7012 | 88.7012 | 0 | 70.7012 | 88.7012 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98720 | -161085 | -279149 | 416891 | 198092 | -598546 |
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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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