Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1417411.5329 | 1066188.2862 | 351223.2467 | 798588382.9993 | 326495703.3531 | 472092679.6461 |
Total P&L (%) | 1417.4115 | 1066.1883 | 351.2232 | 798588.383 | 326495.7034 | 472092.6796 |
Avg Daily Profit (%) | 0.5667 | 0.4263 | 0.1404 | 0.3599 | 0.324 | 0.3388 |
Buy And Hold Return (%) | 293.8165 | 293.8165 | 293.8165 | 293.8165 | 293.8165 | 293.8165 |
Max Trade Drawdown | -90318 | -56653 | -58920 | -392139310 | -318858790 | -252383887 |
Profit Factor | 4.1926 | 5.6519 | 2.6353 | 1.542 | 1.3933 | 1.7339 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 57.2727 | 60 | 54.5455 | 57.2727 | 60 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.1278 | 3.768 | 2.1961 | 1.1504 | 0.9289 | 1.4449 |
Largest Winning Trade | 349660 | 349660 | 57860 | 296882688 | 296882688 | 188849986 |
Largest Losing Trade | -35663 | -35663 | -27996 | -258060752 | -258060752 | -176689925 |
Avg Bars in Trades | 132 | 110 | 154 | 132 | 110 | 154 |
Avg Bars in Winners | 166 | 124 | 212 | 166 | 124 | 212 |
Avg Bars in Losers | 86 | 88 | 84 | 86 | 88 | 84 |
Bars Traded | 14543 | 6066 | 8477 | 14543 | 6066 | 8477 |
Profit Streak | 18.8006 | 0 | 42.1339 | 18.8006 | 0 | 42.1339 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 672515 | -163066 | -284018 | 459467 | -170674 | -167079 |
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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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