Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1970674.4891 | 1872983.1065 | 97691.3826 | 66174667.9511 | 86492765.4886 | -20318097.5375 |
Total P&L (%) | 1970.6745 | 1872.9831 | 97.6914 | 66174.668 | 86492.7655 | -20318.0975 |
Avg Daily Profit (%) | 0.8689 | 0.8258 | 0.0431 | 0.2868 | 0.2987 | 0 |
Buy And Hold Return (%) | 9339.4095 | 9339.4095 | 9339.4095 | 9339.4095 | 9339.4095 | 9339.4095 |
Max Trade Drawdown | -145785 | -90800 | -80001 | -63993411 | -35525360 | -39361585 |
Profit Factor | 3.7498 | 6.0159 | 1.2846 | 1.3367 | 1.892 | 0.796 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 41.9355 | 38.7097 | 45.1613 | 41.9355 | 38.7097 | 45.1613 |
Ratio Avg Win / Avg Loss | 5.1921 | 9.5252 | 1.5599 | 1.8508 | 2.9957 | 0.9665 |
Largest Winning Trade | 754023 | 754023 | 40289 | 80635875 | 80635875 | 23192368 |
Largest Losing Trade | -30709 | -30709 | -26755 | -32272504 | -17094502 | -32272504 |
Avg Bars in Trades | 23 | 27 | 20 | 23 | 27 | 20 |
Avg Bars in Winners | 32 | 38 | 26 | 32 | 38 | 26 |
Avg Bars in Losers | 17 | 20 | 14 | 17 | 20 | 14 |
Bars Traded | 4410 | 2550 | 1860 | 4410 | 2550 | 1860 |
Profit Streak | 64.8775 | 138.8775 | 64.8775 | 64.8775 | 138.8775 | 64.8775 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146586 | -147128 | -301402 | 334328 | 338592 | -582128 |
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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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