Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1483908.8114 | 1413732.0282 | 70176.7832 | 41174048.9424 | 117412435.3049 | -76238386.3625 |
Total P&L (%) | 1483.9088 | 1413.732 | 70.1768 | 41174.0489 | 117412.4353 | -76238.3864 |
Avg Daily Profit (%) | 0.7937 | 0.7562 | 0.0375 | 0.3227 | 0.3788 | 0 |
Buy And Hold Return (%) | 6439.956 | 6439.956 | 6439.956 | 6439.956 | 6439.956 | 6439.956 |
Max Trade Drawdown | -99721 | -73015 | -113450 | -95081811 | -37883204 | -98988148 |
Profit Factor | 3.4098 | 6.6776 | 1.1913 | 1.1613 | 2.2248 | 0.5219 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Losing Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Profitability (%) | 49.4845 | 51.5464 | 47.4227 | 49.4845 | 51.5464 | 47.4227 |
Ratio Avg Win / Avg Loss | 3.4808 | 6.2769 | 1.3208 | 1.1855 | 2.0914 | 0.5787 |
Largest Winning Trade | 525840 | 525840 | 61388 | 87408182 | 87408182 | 14031673 |
Largest Losing Trade | -31940 | -31940 | -25031 | -22100628 | -18623015 | -22100628 |
Avg Bars in Trades | 37 | 38 | 35 | 37 | 38 | 35 |
Avg Bars in Winners | 50 | 55 | 44 | 50 | 55 | 44 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 7230 | 3771 | 3458 | 7230 | 3771 | 3458 |
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 | -145329 | -144552 | -319892 | -33647 | 493398 | -582075 |
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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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