Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089153.9567 | 918332.9864 | 170820.9703 | 36389668.5291 | 38772323.8928 | -2382655.3637 |
Total P&L (%) | 1089.154 | 918.333 | 170.821 | 36389.6685 | 38772.3239 | -2382.6554 |
Avg Daily Profit (%) | 0.4357 | 0.3673 | 0.0683 | 0.2363 | 0.2388 | 0 |
Buy And Hold Return (%) | 657.4773 | 657.4773 | 657.4773 | 657.4773 | 657.4773 | 657.4773 |
Max Trade Drawdown | -65488 | -57885 | -38011 | -29411341 | -18498371 | -12824732 |
Profit Factor | 2.6276 | 3.468 | 1.575 | 1.6446 | 2.0892 | 0.8858 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 46.7066 | 44.0476 | 49.3976 | 46.7066 | 44.0476 | 49.3976 |
Ratio Avg Win / Avg Loss | 2.9982 | 4.4053 | 1.6134 | 1.8765 | 2.6538 | 0.9074 |
Largest Winning Trade | 344166 | 344166 | 49658 | 32227959 | 32227959 | 6498023 |
Largest Losing Trade | -23031 | -21493 | -23031 | -10230102 | -10230102 | -9339192 |
Avg Bars in Trades | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Winners | 77 | 79 | 76 | 77 | 79 | 76 |
Avg Bars in Losers | 41 | 45 | 37 | 41 | 45 | 37 |
Bars Traded | 9789 | 5084 | 4705 | 9789 | 5084 | 4705 |
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 | 197241 | -28886 | -265170 | 398017 | 349109 | -581344 |
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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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