Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1699511.9338 | 1604973.3905 | 94538.5433 | 68923676.8594 | 75469031.2106 | -6545354.3513 |
Total P&L (%) | 1699.5119 | 1604.9734 | 94.5385 | 68923.6769 | 75469.0312 | -6545.3544 |
Avg Daily Profit (%) | 0.7464 | 0.7049 | 0.0415 | 0.2875 | 0.2915 | 0 |
Buy And Hold Return (%) | 8104.9606 | 8104.9606 | 8104.9606 | 8104.9606 | 8104.9606 | 8104.9606 |
Max Trade Drawdown | -87607 | -88002 | -28076 | -83522853 | -58255117 | -26708357 |
Profit Factor | 6.3511 | 8.2949 | 1.9688 | 1.5262 | 1.8622 | 0.8493 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 61.6438 | 55.5556 | 67.5676 | 61.6438 | 55.5556 | 67.5676 |
Ratio Avg Win / Avg Loss | 3.9518 | 6.6359 | 0.945 | 0.9497 | 1.4898 | 0.4077 |
Largest Winning Trade | 742022 | 742022 | 24368 | 72340426 | 72340426 | 6090936 |
Largest Losing Trade | -57019 | -57019 | -19955 | -49291464 | -49291464 | -24082561 |
Avg Bars in Trades | 177 | 345 | 14 | 177 | 345 | 14 |
Avg Bars in Winners | 89 | 183 | 14 | 89 | 183 | 14 |
Avg Bars in Losers | 318 | 547 | 14 | 318 | 547 | 14 |
Bars Traded | 12968 | 12430 | 538 | 12968 | 12430 | 538 |
Profit Streak | 0 | 74.8921 | 0 | 0 | 74.8921 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -219031 | -142805 | -299698 | -65904 | 480023 | -578217 |
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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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