Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149523.6481 | 720230.1141 | -570706.466 | 51798551.6482 | 40721782.2792 | 11076769.369 |
Total P&L (%) | 149.5236 | 720.2301 | -570.7065 | 51798.5516 | 40721.7823 | 11076.7694 |
Avg Daily Profit (%) | 0.0662 | 0.3191 | -0.2529 | 0.2774 | 0.2667 | 0.2092 |
Buy And Hold Return (%) | 9169.0884 | 9169.0884 | 9169.0884 | 9169.0884 | 9169.0884 | 9169.0884 |
Max Trade Drawdown | -697559 | -70730 | -711896 | -55793354 | -16403666 | -39389687 |
Profit Factor | 1.1465 | 6.0171 | 0.3493 | 1.6348 | 2.2781 | 1.2227 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 46 | 23 | 23 | 46 | 22 | 24 |
Losing Trades | 32 | 16 | 16 | 32 | 17 | 15 |
Profitability (%) | 58.9744 | 58.9744 | 58.9744 | 58.9744 | 56.4103 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.7976 | 4.1858 | 0.243 | 1.1373 | 1.7603 | 0.7642 |
Largest Winning Trade | 294380 | 294380 | 56318 | 49036568 | 49036568 | 36998116 |
Largest Losing Trade | -443271 | -31028 | -443271 | -29070509 | -10322839 | -29070509 |
Avg Bars in Trades | 54 | 52 | 55 | 54 | 52 | 55 |
Avg Bars in Winners | 64 | 57 | 71 | 64 | 56 | 72 |
Avg Bars in Losers | 39 | 46 | 31 | 38 | 48 | 27 |
Bars Traded | 4217 | 2065 | 2152 | 4217 | 2065 | 2152 |
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 | -368637 | -147009 | -579594 | -27553 | 430789 | -93471 |
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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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