Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2823874.6854 | 2800072.6388 | 23802.0465 | 47874520.3989 | 92643545.1112 | -44769024.7123 |
Total P&L (%) | 2823.8747 | 2800.0726 | 23.802 | 47874.5204 | 92643.5451 | -44769.0247 |
Avg Daily Profit (%) | 1.5448 | 1.5318 | 0.013 | 0.3383 | 0.3745 | 0 |
Buy And Hold Return (%) | 7452.9158 | 7452.9158 | 7452.9158 | 7452.9158 | 7452.9158 | 7452.9158 |
Max Trade Drawdown | -100679 | -60277 | -172353 | -114387811 | -63062492 | -74058187 |
Profit Factor | 5.0882 | 11.274 | 1.0569 | 1.2013 | 1.8585 | 0.6555 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 36.5591 | 38.2979 | 34.7826 | 36.5591 | 38.2979 | 34.7826 |
Ratio Avg Win / Avg Loss | 8.8295 | 18.1637 | 1.9817 | 2.0846 | 2.9942 | 1.229 |
Largest Winning Trade | 1788827 | 1788827 | 79454 | 85055151 | 85055151 | 19335937 |
Largest Losing Trade | -35931 | -27202 | -35931 | -37141869 | -37141869 | -21514932 |
Avg Bars in Trades | 230 | 217 | 243 | 230 | 217 | 243 |
Avg Bars in Winners | 467 | 435 | 503 | 467 | 435 | 503 |
Avg Bars in Losers | 94 | 82 | 105 | 94 | 82 | 105 |
Bars Traded | 21452 | 10235 | 11217 | 21452 | 10235 | 11217 |
Profit Streak | 320.519 | 322.9356 | 0 | 320.519 | 322.9356 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148497 | -147330 | -503876 | 181271 | 330250 | -584955 |
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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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