Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025962.8678 | 943863.2218 | 82099.646 | 59484649.1025 | 74425028.2134 | -14940379.1109 |
Total P&L (%) | 1025.9629 | 943.8632 | 82.0996 | 59484.6491 | 74425.0282 | -14940.3791 |
Avg Daily Profit (%) | 0.552 | 0.5078 | 0.0442 | 0.3444 | 0.3565 | 0 |
Buy And Hold Return (%) | 9385.7708 | 9385.7708 | 9385.7708 | 9385.7708 | 9385.7708 | 9385.7708 |
Max Trade Drawdown | -59344 | -53001 | -122157 | -19658652 | -9233858 | -26443022 |
Profit Factor | 2.325 | 4.2633 | 1.1693 | 1.4222 | 2.2601 | 0.8174 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 95 | 55 | 40 | 95 | 55 | 40 |
Losing Trades | 67 | 26 | 41 | 67 | 26 | 41 |
Profitability (%) | 58.642 | 67.9012 | 49.3827 | 58.642 | 67.9012 | 49.3827 |
Ratio Avg Win / Avg Loss | 1.6398 | 2.0154 | 1.1985 | 1.0031 | 1.0684 | 0.8378 |
Largest Winning Trade | 162953 | 162953 | 56160 | 17207609 | 17207609 | 14692054 |
Largest Losing Trade | -40296 | -40296 | -34846 | -9233858 | -9233858 | -9206530 |
Avg Bars in Trades | 67 | 72 | 61 | 67 | 72 | 61 |
Avg Bars in Winners | 70 | 64 | 77 | 70 | 64 | 77 |
Avg Bars in Losers | 63 | 90 | 46 | 63 | 90 | 46 |
Bars Traded | 10903 | 5890 | 5013 | 10903 | 5890 | 5013 |
Profit Streak | 30.5889 | 31.4222 | 0 | 30.5889 | 31.4222 | 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 | -147794 | -156673 | -346228 | 438133 | 134880 | -592976 |
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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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