Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1618932.6954 | 1399007.0496 | 219925.6458 | 73565017.6273 | -31297358.0621 | 104862375.6894 |
Total P&L (%) | 1618.9327 | 1399.0071 | 219.9256 | 73565.0176 | -31297.3581 | 104862.3757 |
Avg Daily Profit (%) | 0.7164 | 0.6191 | 0.0973 | 0.2926 | 0 | 0.3083 |
Buy And Hold Return (%) | 279.5518 | 279.5518 | 279.5518 | 279.5518 | 279.5518 | 279.5518 |
Max Trade Drawdown | -160683 | -116485 | -56410 | -426858362 | -333844734 | -134906531 |
Profit Factor | 3.314 | 3.8333 | 2.0684 | 1.0643 | 0.9645 | 1.3983 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 55.3846 | 50.7692 | 60 | 55.3846 | 50.7692 | 60 |
Ratio Avg Win / Avg Loss | 2.6696 | 3.7171 | 1.3789 | 0.8573 | 0.9353 | 0.9322 |
Largest Winning Trade | 576986 | 576986 | 56380 | 227377947 | 227377947 | 41597097 |
Largest Losing Trade | -61071 | -61071 | -24941 | -150667444 | -150667444 | -53818090 |
Avg Bars in Trades | 100 | 149 | 52 | 100 | 149 | 52 |
Avg Bars in Winners | 100 | 152 | 57 | 100 | 152 | 57 |
Avg Bars in Losers | 100 | 145 | 45 | 100 | 145 | 45 |
Bars Traded | 13110 | 9700 | 3410 | 13110 | 9700 | 3410 |
Profit Streak | 0 | 29.3655 | 0 | 0 | 29.3655 | 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 | 684880 | -113811 | -356379 | -141620 | -711818 | -122402 |
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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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