Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1324877.4947 | 1279311.8881 | 45565.6066 | 10496965.1051 | 28629398.9653 | -18132433.8602 |
Total P&L (%) | 1324.8775 | 1279.3119 | 45.5656 | 10496.9651 | 28629.399 | -18132.4339 |
Avg Daily Profit (%) | 0.6486 | 0.6263 | 0.0223 | 0.2285 | 0.2775 | 0 |
Buy And Hold Return (%) | 2711.0932 | 2711.0932 | 2711.0932 | 2711.0932 | 2711.0932 | 2711.0932 |
Max Trade Drawdown | -161694 | -124554 | -98570 | -29676249 | -11314774 | -22937170 |
Profit Factor | 2.1535 | 3.2794 | 1.0776 | 1.1458 | 2.1435 | 0.6138 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Losing Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Profitability (%) | 54.4379 | 58.8235 | 50 | 54.4379 | 58.8235 | 50 |
Ratio Avg Win / Avg Loss | 1.8024 | 2.2956 | 1.0776 | 0.959 | 1.5004 | 0.6138 |
Largest Winning Trade | 400387 | 400387 | 62961 | 15650193 | 15650193 | 6970589 |
Largest Losing Trade | -55740 | -44366 | -55740 | -15654679 | -3889993 | -15654679 |
Avg Bars in Trades | 70 | 100 | 41 | 70 | 100 | 41 |
Avg Bars in Winners | 69 | 85 | 51 | 69 | 85 | 51 |
Avg Bars in Losers | 72 | 121 | 31 | 72 | 121 | 31 |
Bars Traded | 11998 | 8522 | 3476 | 11998 | 8522 | 3476 |
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 | -148348 | -147010 | -464362 | -54381 | 489393 | -581107 |
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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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