Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1350400.7602 | 1248156.5539 | 102244.2063 | 81570221.1816 | 148549698.0941 | -66979476.9125 |
Total P&L (%) | 1350.4008 | 1248.1566 | 102.2442 | 81570.2212 | 148549.6981 | -66979.4769 |
Avg Daily Profit (%) | 0.7239 | 0.6691 | 0.0548 | 0.3601 | 0.3923 | 0 |
Buy And Hold Return (%) | 7446.4776 | 7446.4776 | 7446.4776 | 7446.4776 | 7446.4776 | 7446.4776 |
Max Trade Drawdown | -87676 | -71802 | -147556 | -99174951 | -73132169 | -158691420 |
Profit Factor | 2.8278 | 5.2238 | 1.2306 | 1.1602 | 1.7228 | 0.7793 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Losing Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Profitability (%) | 50.8982 | 55.4217 | 46.4286 | 50.8982 | 55.4217 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.728 | 4.2017 | 1.42 | 1.1193 | 1.3857 | 0.8992 |
Largest Winning Trade | 288954 | 288954 | 54464 | 84026993 | 84026993 | 39832983 |
Largest Losing Trade | -58557 | -20796 | -58557 | -53292161 | -21433989 | -53292161 |
Avg Bars in Trades | 21 | 26 | 16 | 21 | 26 | 16 |
Avg Bars in Winners | 28 | 33 | 23 | 28 | 33 | 23 |
Avg Bars in Losers | 14 | 18 | 10 | 14 | 18 | 10 |
Bars Traded | 3606 | 2234 | 1372 | 3606 | 2234 | 1372 |
Profit Streak | 0 | 78.3195 | 0 | 0 | 78.3195 | 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 | -146595 | -144159 | -287287 | -33590 | 484120 | -582218 |
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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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