Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116793.8478 | 1102973.3179 | 13820.5299 | 17125731.3654 | 24689968.7771 | -7564237.4118 |
Total P&L (%) | 1116.7938 | 1102.9733 | 13.8205 | 17125.7314 | 24689.9688 | -7564.2374 |
Avg Daily Profit (%) | 0.6005 | 0.5931 | 0.0074 | 0.2772 | 0.2969 | 0 |
Buy And Hold Return (%) | 7901.6496 | 7901.6496 | 7901.6496 | 7901.6496 | 7901.6496 | 7901.6496 |
Max Trade Drawdown | -51765 | -53978 | -85197 | -9162295 | -3610424 | -12019955 |
Profit Factor | 3.0663 | 5.3987 | 1.0477 | 1.4375 | 2.562 | 0.6758 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 64.4444 | 66.6667 | 62.2222 | 64.4444 | 66.6667 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.6918 | 2.6994 | 0.6361 | 0.7931 | 1.281 | 0.4103 |
Largest Winning Trade | 508432 | 508432 | 65270 | 6668935 | 6668935 | 4178796 |
Largest Losing Trade | -47087 | -47087 | -31495 | -5686933 | -3610424 | -5686933 |
Avg Bars in Trades | 115 | 114 | 117 | 115 | 114 | 117 |
Avg Bars in Winners | 127 | 121 | 134 | 127 | 121 | 134 |
Avg Bars in Losers | 93 | 98 | 88 | 93 | 98 | 88 |
Bars Traded | 10409 | 5135 | 5274 | 10409 | 5135 | 5274 |
Profit Streak | 0 | 221.6645 | 0 | 0 | 221.6645 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146068 | -143092 | -516747 | 164623 | 462228 | -579127 |
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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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