Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1188694.4858 | 966561.2671 | 222133.2186 | 83667757.3291 | 83917768.5471 | -250011.218 |
Total P&L (%) | 1188.6945 | 966.5613 | 222.1332 | 83667.7573 | 83917.7685 | -250.0112 |
Avg Daily Profit (%) | 0.4755 | 0.3866 | 0.0889 | 0.2696 | 0.2697 | 0 |
Buy And Hold Return (%) | 701.176 | 701.176 | 701.176 | 701.176 | 701.176 | 701.176 |
Max Trade Drawdown | -71028 | -36247 | -52642 | -86120180 | -52197497 | -40649158 |
Profit Factor | 3.3688 | 4.3096 | 2.059 | 1.5685 | 1.9552 | 0.9958 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 50.3704 | 47.7612 | 52.9412 | 50.3704 | 47.7612 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.3193 | 4.7137 | 1.8302 | 1.5454 | 2.1385 | 0.8851 |
Largest Winning Trade | 395829 | 395829 | 36635 | 86460946 | 86460946 | 19103048 |
Largest Losing Trade | -33648 | -25302 | -33648 | -39431756 | -39431756 | -25577153 |
Avg Bars in Trades | 72 | 86 | 57 | 72 | 86 | 57 |
Avg Bars in Winners | 90 | 115 | 69 | 90 | 115 | 69 |
Avg Bars in Losers | 52 | 60 | 44 | 52 | 60 | 44 |
Bars Traded | 9721 | 5809 | 3912 | 9721 | 5809 | 3912 |
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 | 299498 | -148933 | -344998 | 427458 | -105481 | -689577 |
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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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