Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650180.0287 | 1009437.0904 | -359257.0617 | 448146627.92 | 232298890.4483 | 215847737.4717 |
Total P&L (%) | 650.18 | 1009.4371 | -359.2571 | 448146.6279 | 232298.8904 | 215847.7375 |
Avg Daily Profit (%) | 0.2873 | 0.4461 | -0.1588 | 0.3722 | 0.3431 | 0.3398 |
Buy And Hold Return (%) | 11808.0235 | 11808.0235 | 11808.0235 | 11808.0235 | 11808.0235 | 11808.0235 |
Max Trade Drawdown | -559630 | -38074 | -762344 | -83621067 | -79393781 | -38824341 |
Profit Factor | 1.5249 | 4.1581 | 0.6091 | 2.5075 | 2.0421 | 3.9027 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 96 | 43 | 53 | 98 | 43 | 55 |
Losing Trades | 61 | 36 | 25 | 59 | 36 | 23 |
Profitability (%) | 61.1465 | 54.4304 | 67.9487 | 62.4204 | 54.4304 | 70.5128 |
Ratio Avg Win / Avg Loss | 0.9689 | 3.4812 | 0.2873 | 1.5096 | 1.7097 | 1.632 |
Largest Winning Trade | 414852 | 414852 | 31673 | 140645852 | 140645852 | 62676668 |
Largest Losing Trade | -486677 | -21177 | -486677 | -72455105 | -72455105 | -24799364 |
Avg Bars in Trades | 55 | 60 | 50 | 55 | 60 | 50 |
Avg Bars in Winners | 59 | 68 | 52 | 60 | 68 | 54 |
Avg Bars in Losers | 49 | 51 | 45 | 48 | 52 | 41 |
Bars Traded | 8751 | 4814 | 3936 | 8751 | 4814 | 3936 |
Profit Streak | 0 | 0 | 108.0672 | 0 | 0 | 108.0672 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154934 | -174843 | -611673 | 601998 | -13241 | -14340 |
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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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