Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1335636.6017 | 1254213.5491 | 81423.0527 | 46893324.873 | 69080369.4853 | -22187044.6123 |
Total P&L (%) | 1335.6366 | 1254.2135 | 81.4231 | 46893.3249 | 69080.3695 | -22187.0446 |
Avg Daily Profit (%) | 0.7192 | 0.6753 | 0.0438 | 0.3318 | 0.3527 | 0 |
Buy And Hold Return (%) | 5625.0538 | 5625.0538 | 5625.0538 | 5625.0538 | 5625.0538 | 5625.0538 |
Max Trade Drawdown | -114959 | -108091 | -60357 | -49729547 | -21223886 | -36871043 |
Profit Factor | 2.8734 | 4.6646 | 1.2197 | 1.279 | 1.8349 | 0.74 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Profitability (%) | 41.4365 | 43.3333 | 39.5604 | 41.4365 | 43.3333 | 39.5604 |
Ratio Avg Win / Avg Loss | 4.0611 | 6.0998 | 1.8634 | 1.8076 | 2.3994 | 1.1306 |
Largest Winning Trade | 391900 | 391900 | 66909 | 20377301 | 20377301 | 15721665 |
Largest Losing Trade | -20416 | -16379 | -20416 | -14035047 | -14035047 | -8861661 |
Avg Bars in Trades | 120 | 123 | 117 | 120 | 123 | 117 |
Avg Bars in Winners | 191 | 198 | 183 | 191 | 198 | 183 |
Avg Bars in Losers | 70 | 66 | 74 | 70 | 66 | 74 |
Bars Traded | 21806 | 11141 | 10665 | 21806 | 11141 | 10665 |
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 | -150199 | -149034 | -303793 | 282552 | 357063 | -583482 |
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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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