Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1183720.0281 | 990665.4813 | 193054.5467 | 46555777.0218 | 48267277.8036 | -1711500.7817 |
Total P&L (%) | 1183.72 | 990.6655 | 193.0545 | 46555.777 | 48267.2778 | -1711.5008 |
Avg Daily Profit (%) | 0.4735 | 0.3963 | 0.0772 | 0.2461 | 0.2476 | 0 |
Buy And Hold Return (%) | 817.4716 | 817.4716 | 817.4716 | 817.4716 | 817.4716 | 817.4716 |
Max Trade Drawdown | -74650 | -54478 | -74088 | -33077226 | -21606985 | -21970833 |
Profit Factor | 2.943 | 4.1235 | 1.661 | 1.4974 | 1.9625 | 0.9606 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 46.2069 | 43.0556 | 49.3151 | 46.2069 | 43.0556 | 49.3151 |
Ratio Avg Win / Avg Loss | 3.4262 | 5.4537 | 1.7072 | 1.7432 | 2.5956 | 0.9873 |
Largest Winning Trade | 351621 | 351621 | 48468 | 33390748 | 33390748 | 6978891 |
Largest Losing Trade | -61125 | -27991 | -61125 | -15624758 | -15624758 | -14089724 |
Avg Bars in Trades | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Winners | 91 | 85 | 96 | 91 | 85 | 96 |
Avg Bars in Losers | 46 | 52 | 40 | 46 | 52 | 40 |
Bars Traded | 9761 | 4792 | 4969 | 9761 | 4792 | 4969 |
Profit Streak | 93.1401 | 93.1401 | 93.6401 | 93.1401 | 93.1401 | 93.6401 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10128 | -164596 | -323740 | 399647 | -69427 | -652043 |
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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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