Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091672.112 | 880002.7253 | 211669.3867 | 48755431.0553 | 61324031.6778 | -12568600.6225 |
Total P&L (%) | 1091.6721 | 880.0027 | 211.6694 | 48755.4311 | 61324.0317 | -12568.6006 |
Avg Daily Profit (%) | 0.4366 | 0.352 | 0.0847 | 0.2479 | 0.2571 | 0 |
Buy And Hold Return (%) | 688.6799 | 688.6799 | 688.6799 | 688.6799 | 688.6799 | 688.6799 |
Max Trade Drawdown | -77041 | -41091 | -76435 | -28334055 | -3168107 | -30787012 |
Profit Factor | 3.7726 | 6.2981 | 1.9298 | 1.9147 | 5.6018 | 0.6856 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 63.4409 | 58.6957 | 68.0851 | 63.4409 | 58.6957 | 68.0851 |
Ratio Avg Win / Avg Loss | 2.174 | 4.432 | 0.9046 | 1.1034 | 3.942 | 0.3214 |
Largest Winning Trade | 266808 | 266808 | 64444 | 36489454 | 36489454 | 5683902 |
Largest Losing Trade | -76435 | -39270 | -76435 | -28334055 | -3168107 | -28334055 |
Avg Bars in Trades | 78 | 86 | 70 | 78 | 86 | 70 |
Avg Bars in Winners | 81 | 87 | 76 | 81 | 87 | 76 |
Avg Bars in Losers | 72 | 85 | 56 | 72 | 85 | 56 |
Bars Traded | 7296 | 3986 | 3309 | 7296 | 3986 | 3309 |
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 | 344469 | -60282 | -242395 | 476645 | 646667 | -578352 |
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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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