Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1528305.565 | 1415885.6453 | 112419.9197 | 85991289.5097 | 88620012.0825 | -2628722.5728 |
Total P&L (%) | 1528.3056 | 1415.8856 | 112.4199 | 85991.2895 | 88620.0121 | -2628.7226 |
Avg Daily Profit (%) | 0.8187 | 0.7585 | 0.0602 | 0.3627 | 0.3643 | 0 |
Buy And Hold Return (%) | 5187.2724 | 5187.2724 | 5187.2724 | 5187.2724 | 5187.2724 | 5187.2724 |
Max Trade Drawdown | -91686 | -89811 | -54672 | -28509301 | -27402819 | -33408659 |
Profit Factor | 3.6888 | 5.838 | 1.4077 | 1.5519 | 2.2107 | 0.9682 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 41.6 | 35.4839 | 47.619 | 41.6 | 35.4839 | 47.619 |
Ratio Avg Win / Avg Loss | 5.1785 | 10.6146 | 1.5485 | 2.1787 | 4.0194 | 1.065 |
Largest Winning Trade | 424998 | 424998 | 70042 | 26912186 | 26912186 | 26636002 |
Largest Losing Trade | -23365 | -20451 | -23365 | -13765320 | -13270639 | -13765320 |
Avg Bars in Trades | 173 | 177 | 170 | 173 | 177 | 170 |
Avg Bars in Winners | 297 | 354 | 256 | 297 | 354 | 256 |
Avg Bars in Losers | 86 | 79 | 93 | 86 | 79 | 93 |
Bars Traded | 21749 | 10982 | 10767 | 21749 | 10982 | 10767 |
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 | -148697 | -304660 | -424041 | 332190 | -146454 | -726717 |
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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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