Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1488105.2169 | 1396319.2997 | 91785.9172 | 41878239.3544 | 45375407.4427 | -3497168.0883 |
Total P&L (%) | 1488.1052 | 1396.3193 | 91.7859 | 41878.2394 | 45375.4074 | -3497.1681 |
Avg Daily Profit (%) | 0.657 | 0.6165 | 0.0405 | 0.267 | 0.2706 | 0 |
Buy And Hold Return (%) | 8749.6688 | 8749.6688 | 8749.6688 | 8749.6688 | 8749.6688 | 8749.6688 |
Max Trade Drawdown | -83079 | -51102 | -102217 | -24364161 | -10882054 | -24006138 |
Profit Factor | 3.4389 | 6.0754 | 1.274 | 1.5533 | 2.4678 | 0.9219 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 47.3282 | 44.6154 | 50 | 47.3282 | 44.6154 | 50 |
Ratio Avg Win / Avg Loss | 3.8272 | 7.5418 | 1.274 | 1.7286 | 3.0635 | 0.9219 |
Largest Winning Trade | 459150 | 459150 | 40658 | 19559224 | 19559224 | 4785007 |
Largest Losing Trade | -70543 | -30030 | -70543 | -23152330 | -6171555 | -23152330 |
Avg Bars in Trades | 102 | 104 | 100 | 102 | 104 | 100 |
Avg Bars in Winners | 148 | 155 | 143 | 148 | 155 | 143 |
Avg Bars in Losers | 61 | 64 | 57 | 61 | 64 | 57 |
Bars Traded | 13439 | 6823 | 6616 | 13439 | 6823 | 6616 |
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 | -147948 | -279703 | -428803 | 328976 | -121917 | -704958 |
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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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