Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1211562.7943 | 1031004.3899 | 180558.4044 | 34174278.4005 | 104595682.2488 | -70421403.8483 |
Total P&L (%) | 1211.5628 | 1031.0044 | 180.5584 | 34174.2784 | 104595.6822 | -70421.4038 |
Avg Daily Profit (%) | 0.6652 | 0.5661 | 0.0991 | 0.321 | 0.3825 | 0 |
Buy And Hold Return (%) | 623.7223 | 623.7223 | 623.7223 | 623.7223 | 623.7223 | 623.7223 |
Max Trade Drawdown | -125484 | -77625 | -75699 | -145684647 | -73542416 | -111662543 |
Profit Factor | 2.4759 | 3.6229 | 1.422 | 1.0682 | 1.4721 | 0.7479 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 46.4706 | 43.5294 | 49.4118 | 46.4706 | 43.5294 | 49.4118 |
Ratio Avg Win / Avg Loss | 2.8519 | 4.6999 | 1.4559 | 1.2305 | 1.9098 | 0.7658 |
Largest Winning Trade | 336671 | 336671 | 56741 | 79036365 | 79036365 | 29252167 |
Largest Losing Trade | -33002 | -21644 | -33002 | -35740624 | -29911972 | -35740624 |
Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Winners | 46 | 47 | 46 | 46 | 47 | 46 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 5292 | 2640 | 2652 | 5292 | 2640 | 2652 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323206 | 212625 | -226130 | -136894 | 324052 | -581333 |
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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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