Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3175570.4502 | 3065937.1632 | 109633.2871 | 228683456.0182 | 249658598.5702 | -20975142.552 |
Total P&L (%) | 3175.5705 | 3065.9372 | 109.6333 | 228683.456 | 249658.5986 | -20975.1426 |
Avg Daily Profit (%) | 1.7372 | 1.6772 | 0.06 | 0.4241 | 0.4289 | 0 |
Buy And Hold Return (%) | 7231.2369 | 7231.2369 | 7231.2369 | 7231.2369 | 7231.2369 | 7231.2369 |
Max Trade Drawdown | -102501 | -50161 | -150503 | -146247015 | -51386525 | -152247844 |
Profit Factor | 6.3832 | 16.8106 | 1.2769 | 1.5516 | 2.9016 | 0.926 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 46.0674 | 42.2222 | 50 | 46.0674 | 42.2222 | 50 |
Ratio Avg Win / Avg Loss | 7.473 | 23.0039 | 1.2769 | 1.8166 | 3.9706 | 0.926 |
Largest Winning Trade | 2126702 | 2126702 | 73933 | 146734294 | 146734294 | 77357586 |
Largest Losing Trade | -53429 | -17340 | -53429 | -85203697 | -30767162 | -85203697 |
Avg Bars in Trades | 240 | 232 | 248 | 240 | 232 | 248 |
Avg Bars in Winners | 394 | 400 | 389 | 394 | 400 | 389 |
Avg Bars in Losers | 108 | 109 | 107 | 108 | 109 | 107 |
Bars Traded | 21401 | 10457 | 10944 | 21401 | 10457 | 10944 |
Profit Streak | 323.7388 | 336.9888 | 0 | 323.7388 | 336.9888 | 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 | -143974 | -145693 | -278617 | 431319 | 473843 | -580719 |
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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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