Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1051088.6697 | 849157.665 | 201931.0046 | 66413208.9898 | 85747222.2012 | -19334013.2115 |
Total P&L (%) | 1051.0887 | 849.1577 | 201.931 | 66413.209 | 85747.2222 | -19334.0132 |
Avg Daily Profit (%) | 0.4204 | 0.3397 | 0.0808 | 0.2603 | 0.2706 | 0 |
Buy And Hold Return (%) | 703.3201 | 703.3201 | 703.3201 | 703.3201 | 703.3201 | 703.3201 |
Max Trade Drawdown | -94678 | -63420 | -98992 | -58087253 | -38613127 | -64281829 |
Profit Factor | 2.4552 | 2.9152 | 1.724 | 1.2912 | 1.669 | 0.8065 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 119 | 53 | 66 | 119 | 53 | 66 |
Losing Trades | 92 | 52 | 40 | 92 | 52 | 40 |
Profitability (%) | 56.3981 | 50.4762 | 62.2642 | 56.3981 | 50.4762 | 62.2642 |
Ratio Avg Win / Avg Loss | 1.8982 | 2.8602 | 1.0449 | 0.9982 | 1.6375 | 0.4888 |
Largest Winning Trade | 188127 | 188127 | 61137 | 54863296 | 54863296 | 11402177 |
Largest Losing Trade | -38557 | -38557 | -23500 | -19746434 | -16917985 | -19746434 |
Avg Bars in Trades | 46 | 50 | 41 | 46 | 50 | 41 |
Avg Bars in Winners | 55 | 62 | 50 | 55 | 62 | 50 |
Avg Bars in Losers | 33 | 37 | 28 | 33 | 37 | 28 |
Bars Traded | 9717 | 5272 | 4445 | 9717 | 5272 | 4445 |
Profit Streak | 35.385 | 0 | 41.885 | 35.385 | 0 | 41.885 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 184806 | -86682 | -246863 | 338159 | 417223 | -578909 |
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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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