Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108367.3092 | 876837.1927 | 231530.1165 | 107714957.8884 | 120621418.2068 | -12906460.3185 |
Total P&L (%) | 1108.3673 | 876.8372 | 231.5301 | 107714.9579 | 120621.4182 | -12906.4603 |
Avg Daily Profit (%) | 0.4433 | 0.3507 | 0.0926 | 0.2797 | 0.2842 | 0 |
Buy And Hold Return (%) | 785.4999 | 785.4999 | 785.4999 | 785.4999 | 785.4999 | 785.4999 |
Max Trade Drawdown | -64542 | -72464 | -36609 | -65608464 | -28550321 | -40721945 |
Profit Factor | 3.904 | 5.243 | 2.3229 | 2.0748 | 3.8126 | 0.7749 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 56.1905 | 59.6154 | 52.8302 | 56.1905 | 59.6154 | 52.8302 |
Ratio Avg Win / Avg Loss | 3.0438 | 3.5517 | 2.074 | 1.6177 | 2.5828 | 0.6918 |
Largest Winning Trade | 325725 | 325725 | 41394 | 96989046 | 96989046 | 10275515 |
Largest Losing Trade | -30818 | -29069 | -30818 | -39067270 | -28550321 | -39067270 |
Avg Bars in Trades | 92 | 111 | 73 | 92 | 111 | 73 |
Avg Bars in Winners | 114 | 128 | 98 | 114 | 128 | 98 |
Avg Bars in Losers | 64 | 87 | 44 | 64 | 87 | 44 |
Bars Traded | 9697 | 5822 | 3875 | 9697 | 5822 | 3875 |
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 | -19709 | -291111 | -410366 | 494837 | -163126 | -760466 |
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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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