Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2858264.5522 | 2788363.4458 | 69901.1064 | 44811336.4156 | 61344439.9135 | -16533103.4979 |
Total P&L (%) | 2858.2646 | 2788.3634 | 69.9011 | 44811.3364 | 61344.4399 | -16533.1035 |
Avg Daily Profit (%) | 1.5304 | 1.493 | 0.0374 | 0.3275 | 0.3444 | 0 |
Buy And Hold Return (%) | 12166.4885 | 12166.4885 | 12166.4885 | 12166.4885 | 12166.4885 | 12166.4885 |
Max Trade Drawdown | -91170 | -96012 | -65075 | -58098134 | -28393384 | -37427599 |
Profit Factor | 7.8985 | 12.2458 | 1.4201 | 1.3682 | 1.8982 | 0.6904 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 52.809 | 56.8182 | 48.8889 | 52.809 | 56.8182 | 48.8889 |
Ratio Avg Win / Avg Loss | 7.0582 | 9.3068 | 1.4847 | 1.2227 | 1.4426 | 0.7218 |
Largest Winning Trade | 1885656 | 1885656 | 51928 | 45347576 | 45347576 | 8883327 |
Largest Losing Trade | -59201 | -59201 | -21341 | -17506970 | -17506970 | -13676373 |
Avg Bars in Trades | 55 | 88 | 23 | 55 | 88 | 23 |
Avg Bars in Winners | 75 | 120 | 25 | 75 | 120 | 25 |
Avg Bars in Losers | 33 | 47 | 22 | 33 | 47 | 22 |
Bars Traded | 4970 | 3907 | 1063 | 4970 | 3907 | 1063 |
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 | -142847 | -142539 | -307951 | 278150 | 410445 | -580866 |
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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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