Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1146815.8739 | 985313.5751 | 161502.2988 | 35172900.0411 | 50797478.8894 | -15624578.8482 |
Total P&L (%) | 1146.8159 | 985.3136 | 161.5023 | 35172.9 | 50797.4789 | -15624.5788 |
Avg Daily Profit (%) | 0.6241 | 0.5362 | 0.0879 | 0.3197 | 0.3397 | 0 |
Buy And Hold Return (%) | 672.8493 | 672.8493 | 672.8493 | 672.8493 | 672.8493 | 672.8493 |
Max Trade Drawdown | -108330 | -52293 | -67892 | -54206168 | -22713321 | -36415467 |
Profit Factor | 2.4869 | 3.9743 | 1.367 | 1.1675 | 1.593 | 0.8743 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Losing Trades | 127 | 62 | 65 | 127 | 62 | 65 |
Profitability (%) | 42.7928 | 44.1441 | 41.4414 | 42.7928 | 44.1441 | 41.4414 |
Ratio Avg Win / Avg Loss | 3.3246 | 5.0286 | 1.9317 | 1.5608 | 2.0157 | 1.2354 |
Largest Winning Trade | 260866 | 260866 | 74211 | 32476667 | 32476667 | 13447090 |
Largest Losing Trade | -28892 | -17162 | -28892 | -19241062 | -7152687 | -19241062 |
Avg Bars in Trades | 24 | 19 | 29 | 24 | 19 | 29 |
Avg Bars in Winners | 41 | 28 | 54 | 41 | 28 | 54 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 5453 | 2143 | 3310 | 5453 | 2143 | 3310 |
Profit Streak | 26.1042 | 28.1042 | 0 | 26.1042 | 28.1042 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 241968 | -5065 | -243110 | -26883 | 377988 | -582420 |
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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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