Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999352.8189 | 816355.2372 | 182997.5817 | 36653969.4968 | 75289362.8556 | -38635393.3589 |
Total P&L (%) | 999.3528 | 816.3552 | 182.9976 | 36653.9695 | 75289.3629 | -38635.3934 |
Avg Daily Profit (%) | 0.3994 | 0.3263 | 0.0731 | 0.2364 | 0.2651 | 0 |
Buy And Hold Return (%) | 780.4477 | 780.4477 | 780.4477 | 780.4477 | 780.4477 | 780.4477 |
Max Trade Drawdown | -105721 | -85750 | -106144 | -59972046 | -10293648 | -62149128 |
Profit Factor | 3.1917 | 4.7476 | 1.7684 | 1.3457 | 3.8381 | 0.5141 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 54.2857 | 55.7692 | 52.8302 | 54.2857 | 55.7692 | 52.8302 |
Ratio Avg Win / Avg Loss | 2.6877 | 3.7653 | 1.579 | 1.1332 | 3.044 | 0.459 |
Largest Winning Trade | 169006 | 169006 | 62995 | 47708981 | 47708981 | 5959327 |
Largest Losing Trade | -64287 | -50012 | -64287 | -48818442 | -3892812 | -48818442 |
Avg Bars in Trades | 66 | 78 | 54 | 66 | 78 | 54 |
Avg Bars in Winners | 76 | 75 | 78 | 76 | 75 | 78 |
Avg Bars in Losers | 54 | 81 | 28 | 54 | 81 | 28 |
Bars Traded | 6968 | 4068 | 2900 | 6968 | 4068 | 2900 |
Profit Streak | 77.2833 | 147.2833 | 77.2833 | 77.2833 | 147.2833 | 77.2833 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60874 | -313082 | -436840 | 378380 | -162807 | -759908 |
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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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