Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1720191.5087 | 1632987.5645 | 87203.9442 | 35635955.9453 | 55899454.8073 | -20263498.862 |
Total P&L (%) | 1720.1915 | 1632.9876 | 87.2039 | 35635.9559 | 55899.4548 | -20263.4989 |
Avg Daily Profit (%) | 0.7575 | 0.7191 | 0.0384 | 0.2592 | 0.279 | 0 |
Buy And Hold Return (%) | 7730.1206 | 7730.1206 | 7730.1206 | 7730.1206 | 7730.1206 | 7730.1206 |
Max Trade Drawdown | -90561 | -54309 | -89735 | -42259470 | -29136215 | -41107169 |
Profit Factor | 3.3128 | 6.4619 | 1.1961 | 1.2179 | 1.9243 | 0.8033 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 54.5455 | 51.1364 | 57.9545 | 54.5455 | 51.1364 | 57.9545 |
Ratio Avg Win / Avg Loss | 2.7607 | 6.1747 | 0.8677 | 1.0149 | 1.8388 | 0.5828 |
Largest Winning Trade | 584363 | 584363 | 42733 | 38606091 | 38606091 | 12116120 |
Largest Losing Trade | -70543 | -20017 | -70543 | -38999725 | -9800151 | -38999725 |
Avg Bars in Trades | 75 | 72 | 79 | 75 | 72 | 79 |
Avg Bars in Winners | 95 | 92 | 98 | 95 | 92 | 98 |
Avg Bars in Losers | 52 | 52 | 52 | 52 | 52 | 52 |
Bars Traded | 13353 | 6395 | 6958 | 13353 | 6395 | 6958 |
Profit Streak | 0 | 30.6199 | 0 | 0 | 30.6199 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145130 | -144406 | -313206 | 286454 | 458495 | -580065 |
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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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