Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911439.8702 | 722676.9008 | 188762.9694 | 54738963.223 | 61623599.0335 | -6884635.8105 |
Total P&L (%) | 911.4399 | 722.6769 | 188.763 | 54738.9632 | 61623.599 | -6884.6358 |
Avg Daily Profit (%) | 0.3645 | 0.289 | 0.0755 | 0.2526 | 0.2573 | 0 |
Buy And Hold Return (%) | 908.215 | 908.215 | 908.215 | 908.215 | 908.215 | 908.215 |
Max Trade Drawdown | -54281 | -45545 | -85459 | -11793176 | -5161713 | -27770443 |
Profit Factor | 3.1761 | 4.8582 | 1.8153 | 1.896 | 4.6558 | 0.8444 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 59.7938 | 58.3333 | 61.2245 | 59.7938 | 58.3333 | 61.2245 |
Ratio Avg Win / Avg Loss | 2.1357 | 3.4701 | 1.1497 | 1.2749 | 3.3256 | 0.5348 |
Largest Winning Trade | 118162 | 118162 | 61636 | 16812582 | 16812582 | 8568914 |
Largest Losing Trade | -42138 | -42138 | -35362 | -11793176 | -5161713 | -11793176 |
Avg Bars in Trades | 73 | 80 | 66 | 73 | 80 | 66 |
Avg Bars in Winners | 77 | 80 | 75 | 77 | 80 | 75 |
Avg Bars in Losers | 67 | 81 | 53 | 67 | 81 | 53 |
Bars Traded | 7139 | 3862 | 3277 | 7139 | 3862 | 3277 |
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 | -147631 | -148119 | -254040 | 450125 | 620606 | -579226 |
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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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