Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259729.5393 | 957273.5459 | 302455.9934 | 486469252.2674 | 582836183.7708 | -96366931.5034 |
Total P&L (%) | 1259.7295 | 957.2735 | 302.456 | 486469.2523 | 582836.1838 | -96366.9315 |
Avg Daily Profit (%) | 0.5039 | 0.3829 | 0.121 | 0.3402 | 0.3474 | 0 |
Buy And Hold Return (%) | 770.068 | 770.068 | 770.068 | 770.068 | 770.068 | 770.068 |
Max Trade Drawdown | -43436 | -41684 | -59605 | -230096573 | -78231561 | -255204144 |
Profit Factor | 5.3767 | 7.5866 | 3.1227 | 1.9865 | 4.7448 | 0.7145 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 68.9655 | 65.1163 | 72.7273 | 68.9655 | 65.1163 | 72.7273 |
Ratio Avg Win / Avg Loss | 2.4195 | 4.0642 | 1.171 | 0.8939 | 2.5418 | 0.2679 |
Largest Winning Trade | 274187 | 274187 | 58756 | 378577546 | 378577546 | 50199806 |
Largest Losing Trade | -43436 | -41684 | -43436 | -224415588 | -78231561 | -224415588 |
Avg Bars in Trades | 111 | 123 | 100 | 111 | 123 | 100 |
Avg Bars in Winners | 116 | 123 | 110 | 116 | 123 | 110 |
Avg Bars in Losers | 101 | 124 | 72 | 101 | 124 | 72 |
Bars Traded | 9725 | 5308 | 4417 | 9725 | 5308 | 4417 |
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 | 444906 | -70006 | -189414 | 475230 | 680976 | -577773 |
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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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