Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 996873.1938 | 849635.071 | 147238.1228 | 18031869.4507 | 71923865.4527 | -53891996.002 |
Total P&L (%) | 996.8732 | 849.6351 | 147.2381 | 18031.8695 | 71923.8655 | -53891.996 |
Avg Daily Profit (%) | 0.3986 | 0.3397 | 0.0589 | 0.2081 | 0.2634 | 0 |
Buy And Hold Return (%) | 708.3331 | 708.3331 | 708.3331 | 708.3331 | 708.3331 | 708.3331 |
Max Trade Drawdown | -166788 | -97904 | -119819 | -75890997 | -10624762 | -70820301 |
Profit Factor | 2.4779 | 3.8744 | 1.3885 | 1.1355 | 2.9154 | 0.4356 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 55.2486 | 55.5556 | 54.9451 | 55.2486 | 55.5556 | 54.9451 |
Ratio Avg Win / Avg Loss | 2.0071 | 3.0995 | 1.1386 | 0.9198 | 2.3323 | 0.3572 |
Largest Winning Trade | 183642 | 183642 | 59604 | 54135178 | 54135178 | 6566574 |
Largest Losing Trade | -70238 | -39627 | -70238 | -58729346 | -6314845 | -58729346 |
Avg Bars in Trades | 52 | 60 | 44 | 52 | 60 | 44 |
Avg Bars in Winners | 63 | 66 | 61 | 63 | 66 | 61 |
Avg Bars in Losers | 38 | 52 | 25 | 38 | 52 | 25 |
Bars Traded | 9517 | 5425 | 4091 | 9517 | 5425 | 4091 |
Profit Streak | 0 | 34.1068 | 0 | 0 | 34.1068 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22960 | -86566 | -279141 | -63361 | 543400 | -580448 |
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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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