Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1166846.0213 | 903303.4742 | 263542.5472 | 248586218.5386 | 245669888.1532 | 2916330.3854 |
Total P&L (%) | 1166.846 | 903.3035 | 263.5425 | 248586.2185 | 245669.8882 | 2916.3304 |
Avg Daily Profit (%) | 0.4667 | 0.3613 | 0.1054 | 0.3132 | 0.3127 | 0.1363 |
Buy And Hold Return (%) | 814.2183 | 814.2183 | 814.2183 | 814.2183 | 814.2183 | 814.2183 |
Max Trade Drawdown | -70611 | -32853 | -53847 | -52173894 | -27161255 | -50318788 |
Profit Factor | 5.5891 | 9.1124 | 2.8441 | 2.6167 | 5.2552 | 1.0304 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 60.4396 | 55.5556 | 65.2174 | 60.4396 | 55.5556 | 65.2174 |
Ratio Avg Win / Avg Loss | 3.6583 | 7.2899 | 1.5168 | 1.7127 | 4.2041 | 0.5495 |
Largest Winning Trade | 321265 | 321265 | 43215 | 139116333 | 139116333 | 17369995 |
Largest Losing Trade | -30064 | -14981 | -30064 | -26059323 | -13343185 | -26059323 |
Avg Bars in Trades | 78 | 91 | 64 | 78 | 91 | 64 |
Avg Bars in Winners | 90 | 112 | 72 | 90 | 112 | 72 |
Avg Bars in Losers | 58 | 66 | 49 | 58 | 66 | 49 |
Bars Traded | 7105 | 4139 | 2966 | 7105 | 4139 | 2966 |
Profit Streak | 0 | 160.5877 | 0 | 0 | 160.5877 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10899 | -112042 | -210571 | 561297 | 674456 | -199938 |
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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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