Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1610348.3271 | 1557449.0533 | 52899.2738 | 38659988.8544 | 42907804.9423 | -4247816.0879 |
Total P&L (%) | 1610.3483 | 1557.4491 | 52.8993 | 38659.9889 | 42907.8049 | -4247.8161 |
Avg Daily Profit (%) | 0.8642 | 0.8358 | 0.0284 | 0.3203 | 0.3259 | 0 |
Buy And Hold Return (%) | 7641.9993 | 7641.9993 | 7641.9993 | 7641.9993 | 7641.9993 | 7641.9993 |
Max Trade Drawdown | -112884 | -53835 | -63720 | -14471159 | -9549063 | -11020774 |
Profit Factor | 4.9105 | 8.8018 | 1.2493 | 1.6671 | 2.701 | 0.8702 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Losing Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Profitability (%) | 35.5556 | 42.2222 | 28.8889 | 35.5556 | 42.2222 | 28.8889 |
Ratio Avg Win / Avg Loss | 8.9004 | 12.0446 | 3.0753 | 3.0216 | 3.696 | 2.1421 |
Largest Winning Trade | 625075 | 625075 | 60729 | 22222496 | 22222496 | 9234035 |
Largest Losing Trade | -32422 | -32422 | -22988 | -6495889 | -6171134 | -6495889 |
Avg Bars in Trades | 116 | 120 | 111 | 116 | 120 | 111 |
Avg Bars in Winners | 250 | 249 | 252 | 250 | 249 | 252 |
Avg Bars in Losers | 41 | 26 | 54 | 41 | 26 | 54 |
Bars Traded | 10443 | 5426 | 5017 | 10443 | 5426 | 5017 |
Profit Streak | 0 | 75.1082 | 0 | 0 | 75.1082 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150203 | -146453 | -332458 | 199901 | 393936 | -590609 |
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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) |
---|