Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1146653.7918 | 843298.9032 | 303354.8887 | 33064926.3155 | 34992132.3156 | -1927206.0001 |
Total P&L (%) | 1146.6538 | 843.2989 | 303.3549 | 33064.9263 | 34992.1323 | -1927.206 |
Avg Daily Profit (%) | 0.4814 | 0.3541 | 0.1274 | 0.244 | 0.2464 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172909 | -67015 | -143019 | -57702895 | -32996490 | -42913577 |
Profit Factor | 2.2847 | 3.0442 | 1.632 | 1.1688 | 1.4339 | 0.9833 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 58.8571 | 59.0909 | 58.6207 | 58.8571 | 59.0909 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.597 | 2.1075 | 1.152 | 0.817 | 0.9927 | 0.6941 |
Largest Winning Trade | 166545 | 166545 | 78108 | 24767747 | 21929121 | 24767747 |
Largest Losing Trade | -74650 | -41984 | -74650 | -29561778 | -20339946 | -29561778 |
Avg Bars in Trades | 78 | 55 | 102 | 78 | 55 | 102 |
Avg Bars in Winners | 82 | 55 | 110 | 82 | 55 | 110 |
Avg Bars in Losers | 73 | 56 | 90 | 73 | 56 | 90 |
Bars Traded | 13792 | 4902 | 8890 | 13792 | 4902 | 8890 |
Profit Streak | 58.4803 | 58.4803 | 75.147 | 58.4803 | 58.4803 | 75.147 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 642101 | 597244 | -19645 | -25109 | 327223 | -579424 |
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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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