Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1668198.0739 | 1594856.3653 | 73341.7086 | 62800424.1712 | 63419277.1772 | -618853.006 |
Total P&L (%) | 1668.1981 | 1594.8564 | 73.3417 | 62800.4242 | 63419.2772 | -618.853 |
Avg Daily Profit (%) | 0.8938 | 0.8545 | 0.0393 | 0.3458 | 0.3464 | 0 |
Buy And Hold Return (%) | 9280.5414 | 9280.5414 | 9280.5414 | 9280.5414 | 9280.5414 | 9280.5414 |
Max Trade Drawdown | -105690 | -48514 | -77635 | -14575850 | -6850744 | -15398017 |
Profit Factor | 5.4868 | 10.8214 | 1.3502 | 1.9813 | 3.5588 | 0.9842 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 39.7727 | 45.4545 | 34.0909 | 39.7727 | 45.4545 | 34.0909 |
Ratio Avg Win / Avg Loss | 8.3085 | 12.9856 | 2.6104 | 3.0003 | 4.2705 | 1.9028 |
Largest Winning Trade | 631866 | 631866 | 62416 | 28813414 | 28813414 | 14034109 |
Largest Losing Trade | -31919 | -31919 | -25210 | -4872566 | -3465182 | -4872566 |
Avg Bars in Trades | 79 | 82 | 76 | 79 | 82 | 76 |
Avg Bars in Winners | 159 | 164 | 153 | 159 | 164 | 153 |
Avg Bars in Losers | 25 | 13 | 35 | 25 | 13 | 35 |
Bars Traded | 6964 | 3616 | 3349 | 6964 | 3616 | 3349 |
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 | -148120 | -145745 | -310818 | 329427 | 511441 | -584128 |
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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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