Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1230552.198 | 1068209.7558 | 162342.4423 | 23126302.2764 | -6692413.9164 | 29818716.1928 |
Total P&L (%) | 1230.5522 | 1068.2098 | 162.3424 | 23126.3023 | -6692.4139 | 29818.7162 |
Avg Daily Profit (%) | 0.5907 | 0.5128 | 0.0779 | 0.2619 | 0 | 0.274 |
Buy And Hold Return (%) | 877.7937 | 877.7937 | 877.7937 | 877.7937 | 877.7937 | 877.7937 |
Max Trade Drawdown | -95406 | -97036 | -20752 | -68691958 | -69138115 | -6156539 |
Profit Factor | 3.4549 | 3.4124 | 3.7772 | 1.1255 | 0.9617 | 4.1059 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 75.2688 | 69.5652 | 80.8511 | 75.2688 | 69.5652 | 80.8511 |
Ratio Avg Win / Avg Loss | 1.1352 | 1.4929 | 0.8946 | 0.3698 | 0.4207 | 0.9724 |
Largest Winning Trade | 416783 | 416783 | 16549 | 26843989 | 26843989 | 6419362 |
Largest Losing Trade | -81545 | -81545 | -20174 | -59140724 | -59140724 | -6138087 |
Avg Bars in Trades | 255 | 512 | 4 | 255 | 512 | 4 |
Avg Bars in Winners | 125 | 270 | 3 | 125 | 270 | 3 |
Avg Bars in Losers | 652 | 1066 | 8 | 652 | 1066 | 8 |
Bars Traded | 23792 | 23581 | 211 | 23792 | 23581 | 211 |
Profit Streak | 89.3621 | 0 | 1002.6121 | 89.3621 | 0 | 1002.6121 |
Trades During Streak | 1 | 0 | 12 | 1 | 0 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19517 | -79554 | -244781 | -71184 | -578168 | 677216 |
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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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