Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1080587.8475 | 892621.8485 | 187965.999 | 50096281.368 | 72492603.7549 | -22396322.3868 |
Total P&L (%) | 1080.5878 | 892.6218 | 187.966 | 50096.2814 | 72492.6038 | -22396.3224 |
Avg Daily Profit (%) | 0.4324 | 0.3571 | 0.0752 | 0.2491 | 0.2639 | 0 |
Buy And Hold Return (%) | 705.9834 | 705.9834 | 705.9834 | 705.9834 | 705.9834 | 705.9834 |
Max Trade Drawdown | -108097 | -58181 | -74769 | -65960261 | -34016744 | -41137176 |
Profit Factor | 3.355 | 4.7857 | 1.8427 | 1.4399 | 2.3077 | 0.6168 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 50.5155 | 50 | 51.0204 | 50.5155 | 50 | 51.0204 |
Ratio Avg Win / Avg Loss | 3.2866 | 4.7857 | 1.769 | 1.4105 | 2.3077 | 0.5922 |
Largest Winning Trade | 318520 | 318520 | 48103 | 71774747 | 71774747 | 5504768 |
Largest Losing Trade | -25327 | -25327 | -24845 | -19088883 | -17664582 | -19088883 |
Avg Bars in Trades | 150 | 163 | 137 | 150 | 163 | 137 |
Avg Bars in Winners | 195 | 198 | 192 | 195 | 198 | 192 |
Avg Bars in Losers | 104 | 128 | 80 | 104 | 128 | 80 |
Bars Traded | 14590 | 7853 | 6737 | 14590 | 7853 | 6737 |
Profit Streak | 86.799 | 88.799 | 86.799 | 86.799 | 88.799 | 86.799 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 277438 | -65864 | -254024 | 384558 | 490512 | -579991 |
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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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