Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1038922.2483 | 855363.122 | 183559.1263 | 41218249.0747 | 60212286.5031 | -18994037.4283 |
Total P&L (%) | 1038.9222 | 855.3631 | 183.5591 | 41218.2491 | 60212.2865 | -18994.0374 |
Avg Daily Profit (%) | 0.4155 | 0.3421 | 0.0734 | 0.2412 | 0.2563 | 0 |
Buy And Hold Return (%) | 777.2319 | 777.2319 | 777.2319 | 777.2319 | 777.2319 | 777.2319 |
Max Trade Drawdown | -79429 | -48558 | -69780 | -36557839 | -11881656 | -34664405 |
Profit Factor | 3.8187 | 6.6762 | 1.8425 | 1.6029 | 3.8307 | 0.5966 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 65 | 57.5 | 72.5 | 65 | 57.5 | 72.5 |
Ratio Avg Win / Avg Loss | 2.0562 | 4.9346 | 0.6989 | 0.8631 | 2.8314 | 0.2263 |
Largest Winning Trade | 329986 | 329986 | 45664 | 44963667 | 44963667 | 3463853 |
Largest Losing Trade | -45843 | -22016 | -45843 | -24913556 | -6427514 | -24913556 |
Avg Bars in Trades | 90 | 97 | 82 | 90 | 97 | 82 |
Avg Bars in Winners | 98 | 113 | 85 | 98 | 113 | 85 |
Avg Bars in Losers | 75 | 76 | 74 | 75 | 76 | 74 |
Bars Traded | 7226 | 3915 | 3311 | 7226 | 3915 | 3311 |
Profit Streak | 157.6097 | 167.2764 | 157.6097 | 157.6097 | 167.2764 | 157.6097 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64393 | -114755 | -256084 | -11527 | 627275 | -576868 |
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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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