Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67728.791 | 695413.0595 | -627684.2685 | 93323882.1938 | 70208357.6545 | 23115524.5393 |
Total P&L (%) | 67.7288 | 695.4131 | -627.6843 | 93323.8822 | 70208.3577 | 23115.5245 |
Avg Daily Profit (%) | 0.0299 | 0.3067 | -0.2768 | 0.3021 | 0.2895 | 0.2405 |
Buy And Hold Return (%) | 12145.2297 | 12145.2297 | 12145.2297 | 12145.2297 | 12145.2297 | 12145.2297 |
Max Trade Drawdown | -752117 | -78943 | -842575 | -48002863 | -8057647 | -40290987 |
Profit Factor | 1.0589 | 5.1252 | 0.361 | 2.3293 | 4.2049 | 1.4786 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 49 | 23 | 26 | 49 | 22 | 27 |
Losing Trades | 38 | 20 | 18 | 38 | 21 | 17 |
Profitability (%) | 56.3218 | 53.4884 | 59.0909 | 56.3218 | 51.1628 | 61.3636 |
Ratio Avg Win / Avg Loss | 0.8211 | 4.4567 | 0.2499 | 1.8064 | 4.0137 | 0.931 |
Largest Winning Trade | 331950 | 331950 | 44486 | 54632350 | 54632350 | 35454404 |
Largest Losing Trade | -437989 | -25123 | -437989 | -30017013 | -7711876 | -30017013 |
Avg Bars in Trades | 48 | 51 | 45 | 48 | 51 | 45 |
Avg Bars in Winners | 59 | 60 | 58 | 60 | 61 | 60 |
Avg Bars in Losers | 34 | 41 | 26 | 33 | 41 | 22 |
Bars Traded | 4237 | 2224 | 2013 | 4237 | 2224 | 2013 |
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 | -475165 | -148438 | -579541 | 518323 | 554526 | 68051 |
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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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