Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1813609.6256 | 1638321.895 | 175287.7306 | 514727309.5525 | 373016982.949 | 141710326.6035 |
Total P&L (%) | 1813.6096 | 1638.3219 | 175.2877 | 514727.3096 | 373016.9829 | 141710.3266 |
Avg Daily Profit (%) | 0.8012 | 0.7237 | 0.0774 | 0.3783 | 0.364 | 0.3211 |
Buy And Hold Return (%) | 10988.0336 | 10988.0336 | 10988.0336 | 10988.0336 | 10988.0336 | 10988.0336 |
Max Trade Drawdown | -64204 | -57384 | -77626 | -239279041 | -57039463 | -186306854 |
Profit Factor | 4.7659 | 9.0249 | 1.6318 | 2.2099 | 3.0887 | 1.5741 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Profitability (%) | 37.9888 | 38.2022 | 37.7778 | 37.9888 | 38.2022 | 37.7778 |
Ratio Avg Win / Avg Loss | 7.7796 | 14.5991 | 2.6877 | 3.6073 | 4.9963 | 2.5926 |
Largest Winning Trade | 550234 | 550234 | 60473 | 194935945 | 194935945 | 116938274 |
Largest Losing Trade | -30173 | -29638 | -30173 | -55939890 | -42587611 | -55939890 |
Avg Bars in Trades | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Winners | 78 | 88 | 68 | 78 | 88 | 68 |
Avg Bars in Losers | 10 | 7 | 14 | 10 | 7 | 14 |
Bars Traded | 6533 | 3422 | 3111 | 6533 | 3422 | 3111 |
Profit Streak | 0 | 5.9243 | 0 | 0 | 5.9243 | 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 | -148721 | -148940 | -257314 | 361188 | 400857 | 247530 |
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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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