Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060855.2314 | 871516.5282 | 189338.7032 | 47474624.7319 | 63174703.1627 | -15700078.4309 |
Total P&L (%) | 1060.8552 | 871.5165 | 189.3387 | 47474.6247 | 63174.7032 | -15700.0784 |
Avg Daily Profit (%) | 0.4243 | 0.3486 | 0.0757 | 0.2469 | 0.2583 | 0 |
Buy And Hold Return (%) | 895.7937 | 895.7937 | 895.7937 | 895.7937 | 895.7937 | 895.7937 |
Max Trade Drawdown | -94755 | -56293 | -72655 | -61539822 | -37335181 | -33791671 |
Profit Factor | 2.6288 | 3.2958 | 1.6969 | 1.379 | 1.8881 | 0.7099 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 49.7355 | 48.9362 | 50.5263 | 49.7355 | 48.9362 | 50.5263 |
Ratio Avg Win / Avg Loss | 2.6568 | 3.4391 | 1.6615 | 1.3937 | 1.9702 | 0.6951 |
Largest Winning Trade | 340189 | 340189 | 44493 | 63418301 | 63418301 | 8351232 |
Largest Losing Trade | -27042 | -27042 | -21910 | -17356018 | -17356018 | -12003913 |
Avg Bars in Trades | 51 | 54 | 48 | 51 | 54 | 48 |
Avg Bars in Winners | 64 | 65 | 62 | 64 | 65 | 62 |
Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
Bars Traded | 9721 | 5088 | 4633 | 9721 | 5088 | 4633 |
Profit Streak | 30.2848 | 0 | 36.2848 | 30.2848 | 0 | 36.2848 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92056 | -150886 | -254087 | 375557 | 410526 | -580466 |
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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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